-11.1%
VCLT vs FGI
-70.6%
+59.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.3% | -7.0% | +7.2% | +0.3% |
| 30D | +3.7% | -4.2% | +7.9% | +3.7% |
| 3M | -1.0% | +55.6% | -56.6% | -1.2% |
| 6M | -3.4% | -3.2% | -0.2% | -3.5% |
| YTD | -2.6% | +29.1% | -31.7% | -2.8% |
| 1Y | -3.3% | +51.0% | -54.3% | -3.5% |
| 3Y | +17.3% | +1.5% | +15.8% | +17.4% |
| All | -11.1% | -70.6% | +59.5% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling