-11.1%
VCLT vs FGI
-68.3%
+57.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | +0.2% |
| 7D | -0.6% | +6.9% | -7.4% | -0.6% |
| 30D | +2.8% | +3.9% | -1.1% | +2.8% |
| 3M | -0.4% | +74.3% | -74.7% | -0.6% |
| 6M | -3.1% | +28.9% | -32.0% | -3.3% |
| YTD | -2.7% | +39.1% | -41.8% | -2.9% |
| 1Y | -3.7% | +49.3% | -53.0% | -3.9% |
| 3Y | +15.6% | +5.7% | +9.8% | +15.6% |
| All | -11.1% | -68.3% | +57.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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