-45.5%
FWRG vs VT
+74.5%
-120.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -3.7% | +0.4% | -4.1% | -4.2% |
| 30D | -6.3% | +1.0% | -7.3% | -7.4% |
| 3M | +17.7% | +2.4% | +15.3% | +13.9% |
| 6M | +0.8% | +12.0% | -11.3% | -13.1% |
| YTD | -20.1% | +15.3% | -35.4% | -33.8% |
| 1Y | -35.4% | +22.6% | -58.0% | -50.6% |
| 3Y | -36.8% | +74.7% | -111.5% | -68.7% |
| All | -45.5% | +74.5% | -120.1% | -71.2% |
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