-64.7%
VFC vs FGI
-66.3%
+1.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.1% | -3.0% |
| 7D | -1.4% | +13.5% | -14.9% | -1.6% |
| 30D | +24.6% | +17.1% | +7.5% | +24.4% |
| 3M | +38.4% | +78.0% | -39.6% | +36.1% |
| 6M | +15.3% | +46.4% | -31.2% | +13.4% |
| YTD | +12.7% | +47.7% | -35.0% | +10.2% |
| 1Y | +32.7% | +56.8% | -24.1% | +29.8% |
| 3Y | +43.7% | +12.3% | +31.4% | +44.0% |
| All | -64.7% | -66.3% | +1.7% | -64.9% |
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