-15.5%
FGSN vs VT
+29.6%
-45.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +3.6% | -2.3% | +5.9% | +4.4% |
| 30D | -2.7% | -5.0% | +2.3% | -1.1% |
| 3M | -10.7% | -4.9% | -5.8% | -9.3% |
| 6M | -12.1% | -1.5% | -10.5% | -11.8% |
| YTD | -12.0% | +8.5% | -20.5% | -14.7% |
| 1Y | -16.1% | +11.4% | -27.5% | -19.3% |
| All | -15.5% | +29.6% | -45.1% | -24.9% |
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 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