+36.2%
VFC vs FGI
+2.3%
+33.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +10.9% | -11.6% | +22.4% | +11.0% |
| 30D | +40.6% | -3.3% | +43.9% | +40.6% |
| 3M | +34.4% | +65.6% | -31.1% | +32.5% |
| 6M | +12.3% | -2.8% | +15.1% | +11.2% |
| YTD | +14.4% | +30.1% | -15.8% | +12.3% |
| 1Y | +40.6% | +50.2% | -9.5% | +38.4% |
| All | +36.2% | +2.3% | +33.9% | +42.8% |
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