-34.8%
FWRG vs VT
+53.2%
-88.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.2% |
| 7D | +4.9% | -4.2% | +9.0% | +10.2% |
| 30D | +23.7% | -5.8% | +29.5% | +32.6% |
| 3M | +2.0% | -5.2% | +7.3% | +8.6% |
| 6M | +7.7% | +0.1% | +7.6% | +6.2% |
| YTD | -13.0% | +8.2% | -21.2% | -22.5% |
| 1Y | -26.9% | +10.1% | -37.0% | -36.2% |
| 3Y | -23.7% | +69.7% | -93.4% | -61.3% |
| 5Y | -34.8% | +53.4% | -88.2% | -61.2% |
| All | -34.8% | +53.2% | -88.0% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling