+113.2%
FGDL vs VT
+99.1%
+14.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -5.5% | +2.9% | -8.4% | -6.5% |
| 30D | -7.0% | -2.5% | -4.5% | -6.1% |
| 3M | -12.2% | -3.3% | -8.9% | -11.1% |
| 6M | -17.9% | +1.5% | -19.4% | -18.2% |
| YTD | -10.5% | +11.4% | -21.8% | -13.1% |
| 1Y | -8.0% | +11.9% | -19.9% | -10.8% |
| 3Y | +99.4% | +73.9% | +25.5% | +70.8% |
| All | +113.2% | +99.1% | +14.1% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling