-20.2%
FWRG vs VT
+76.6%
-96.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -3.0% |
| 7D | +16.9% | -0.3% | +17.2% | +17.2% |
| 30D | +28.4% | -1.4% | +29.9% | +30.5% |
| 3M | +5.5% | -1.4% | +6.9% | +7.1% |
| 6M | +10.6% | +5.5% | +5.1% | +2.0% |
| YTD | -10.5% | +12.8% | -23.3% | -24.7% |
| 1Y | -23.3% | +15.4% | -38.7% | -37.4% |
| All | -20.2% | +76.6% | -96.7% | -65.5% |
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