+15.7%
FIIG vs VT
+68.6%
-52.8%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.4% | +2.4% | -3.7% | -1.7% |
| 30D | +0.8% | -1.5% | +2.3% | +1.0% |
| 3M | -2.0% | -4.1% | +2.2% | -1.4% |
| 6M | -2.1% | +0.6% | -2.7% | -2.3% |
| YTD | -2.6% | +11.0% | -13.6% | -4.1% |
| 1Y | -1.7% | +13.3% | -15.0% | -3.5% |
| 3Y | +16.5% | +73.4% | -56.9% | +3.7% |
| All | +15.7% | +68.6% | -52.8% | +3.7% |
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