-38.4%
FWRG vs VT
+67.9%
-106.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.2% | +5.2% |
| 7D | +22.9% | -1.6% | +24.5% | +25.3% |
| 30D | +28.9% | -2.5% | +31.4% | +32.7% |
| 3M | +9.0% | -1.3% | +10.3% | +10.6% |
| 6M | +4.1% | +3.1% | +1.0% | -0.8% |
| YTD | -9.6% | +10.9% | -20.6% | -21.6% |
| 1Y | -14.0% | +12.1% | -26.1% | -26.4% |
| 3Y | -20.8% | +73.9% | -94.7% | -60.6% |
| 5Y | -33.8% | +58.0% | -91.8% | -63.1% |
| All | -38.4% | +67.9% | -106.3% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling