-59.9%
FGI vs VT
+70.7%
-130.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.0% | -1.6% | +8.6% | +8.3% |
| 30D | +0.6% | -2.5% | +3.1% | +2.5% |
| 3M | +81.6% | -1.3% | +82.9% | +83.5% |
| 6M | -7.4% | +3.1% | -10.5% | -8.8% |
| YTD | +37.0% | +10.9% | +26.1% | +28.9% |
| 1Y | +45.7% | +12.1% | +33.6% | +37.0% |
| 3Y | +4.8% | +73.9% | -69.1% | -25.5% |
| All | -59.9% | +70.7% | -130.7% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling