-40.2%
FGRU vs VT
+10.4%
-50.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.5% | +13.5% | +15.0% |
| 7D | +26.0% | +1.0% | +25.0% | +21.1% |
| 30D | +62.6% | -0.2% | +62.8% | +66.7% |
| 3M | +50.0% | +4.5% | +45.5% | +35.5% |
| 6M | +1.3% | +14.1% | -12.8% | -25.8% |
| All | -40.2% | +10.4% | -50.6% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling