-25.5%
VFC vs FGI
-4.4%
-21.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +2.3% |
| 7D | -1.6% | +0.5% | -2.2% | -1.6% |
| 30D | -11.6% | +65.4% | -77.0% | -12.8% |
| 3M | -18.1% | +23.5% | -41.6% | -19.0% |
| 6M | -27.4% | +60.5% | -87.9% | -28.6% |
| YTD | -24.8% | +30.0% | -54.8% | -26.0% |
| 1Y | -8.2% | +82.1% | -90.3% | -8.8% |
| All | -25.5% | -4.4% | -21.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling