-62.0%
FGI vs VT
+77.5%
-139.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +64.6% |
| 3M | +23.5% | +2.4% | +21.1% | +21.7% |
| 6M | +60.5% | +12.0% | +48.5% | +49.5% |
| YTD | +30.0% | +15.3% | +14.7% | +19.2% |
| 1Y | +82.1% | +22.6% | +59.5% | +62.9% |
| 3Y | -4.4% | +74.7% | -79.1% | -32.0% |
| All | -62.0% | +77.5% | -139.5% | -69.5% |
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