-10.6%
VCLT vs FGI
-69.8%
+59.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.3% | +5.2% | -4.8% | +0.3% |
| 30D | -0.6% | +65.2% | -65.8% | -0.8% |
| 3M | -2.2% | +30.2% | -32.4% | -2.4% |
| 6M | -2.9% | +87.8% | -90.7% | -3.1% |
| YTD | -2.1% | +32.5% | -34.5% | -2.3% |
| 1Y | -2.6% | +93.6% | -96.2% | -2.8% |
| 3Y | +12.5% | -2.6% | +15.1% | +12.6% |
| All | -10.6% | -69.8% | +59.2% | -10.6% |
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