-5.0%
FGI vs VT
+75.0%
-80.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.6% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +65.4% | +1.0% | +64.4% | +64.8% |
| 3M | +23.5% | +2.4% | +21.1% | +22.2% |
| 6M | +60.5% | +12.0% | +48.5% | +53.1% |
| YTD | +30.0% | +15.3% | +14.7% | +23.1% |
| 1Y | +82.1% | +22.6% | +59.5% | +71.8% |
| All | -5.0% | +75.0% | -80.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling