-13.4%
FGSN vs VT
+32.3%
-45.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -3.1% | -3.1% | -0.1% | -2.2% |
| 3M | -8.0% | -3.5% | -4.5% | -7.0% |
| 6M | -10.1% | +0.5% | -10.5% | -10.4% |
| YTD | -9.9% | +10.8% | -20.6% | -13.1% |
| 1Y | -14.7% | +11.9% | -26.5% | -18.0% |
| All | -13.4% | +32.3% | -45.7% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling