-100.0%
FGL vs VOO
+29.6%
-129.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.3% | -9.7% | -9.7% |
| 7D | -14.8% | -2.7% | -12.1% | -12.7% |
| 30D | -74.4% | -5.4% | -69.1% | -73.2% |
| 3M | -98.7% | -4.1% | -94.6% | -98.6% |
| 6M | -99.4% | +0.7% | -100.2% | -99.4% |
| YTD | -99.9% | +8.7% | -108.7% | -99.9% |
| 1Y | -100.0% | +11.0% | -110.9% | -100.0% |
| All | -100.0% | +29.6% | -129.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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