-38.7%
FWRG vs VT
+69.5%
-108.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.5% |
| 7D | +0.4% | -0.7% | +1.1% | +1.3% |
| 30D | +20.4% | -1.7% | +22.2% | +22.8% |
| 3M | +15.1% | -2.3% | +17.4% | +18.2% |
| 6M | +16.1% | +1.5% | +14.6% | +12.9% |
| YTD | -10.1% | +12.0% | -22.1% | -23.0% |
| 1Y | -22.1% | +12.9% | -34.9% | -33.8% |
| 3Y | -19.9% | +74.9% | -94.9% | -60.5% |
| 5Y | -30.2% | +59.9% | -90.1% | -61.6% |
| All | -38.7% | +69.5% | -108.3% | -66.5% |
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 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