+65.1%
VEA vs FGI
-68.3%
+133.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.8% |
| 7D | -1.3% | +6.9% | -8.1% | -1.3% |
| 30D | 0.0% | +3.9% | -4.0% | -0.1% |
| 3M | -3.6% | +74.3% | -77.9% | -4.7% |
| 6M | -0.5% | +28.9% | -29.4% | -1.5% |
| YTD | +13.0% | +39.1% | -26.1% | +11.0% |
| 1Y | +16.3% | +49.3% | -33.1% | +13.9% |
| 3Y | +74.4% | +5.7% | +68.7% | +69.8% |
| All | +65.1% | -68.3% | +133.3% | +62.9% |
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