-99.9%
FGL vs VT
+23.3%
-123.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -28.7% | 0.0% | -28.7% | -28.7% |
| 7D | -39.2% | +0.4% | -39.7% | -39.6% |
| 30D | -88.8% | +1.0% | -89.8% | -89.0% |
| 3M | -95.1% | +2.4% | -97.5% | -95.3% |
| 6M | -98.9% | +12.0% | -110.9% | -99.0% |
| YTD | -99.4% | +15.3% | -114.8% | -99.5% |
| 1Y | -99.9% | +22.6% | -122.5% | -99.9% |
| All | -99.9% | +23.3% | -123.3% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling