-99.2%
FGNX vs VT
+252.0%
-351.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.1% | +0.4% | +2.6% | +2.8% |
| 30D | +7.2% | +1.0% | +6.2% | +6.6% |
| 3M | +20.6% | +2.4% | +18.2% | +19.4% |
| 6M | +14.6% | +12.0% | +2.6% | +9.3% |
| YTD | -39.1% | +15.3% | -54.4% | -42.4% |
| 1Y | -83.7% | +22.6% | -106.3% | -84.9% |
| 3Y | -95.3% | +74.7% | -170.0% | -96.3% |
| 5Y | -98.8% | +66.1% | -164.9% | -99.0% |
| 10Y | -98.9% | +225.0% | -323.9% | -99.3% |
| All | -99.2% | +252.0% | -351.2% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling