+71.6%
VIG vs FGI
-70.0%
+141.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +4.5% | -3.4% | +7.9% | +4.5% |
| 3M | +2.1% | +61.8% | -59.7% | +1.3% |
| 6M | +10.5% | +17.0% | -6.6% | +9.8% |
| YTD | +15.1% | +31.4% | -16.3% | +13.7% |
| 1Y | +16.9% | +42.7% | -25.8% | +15.2% |
| 3Y | +65.6% | -0.1% | +65.7% | +62.9% |
| All | +71.6% | -70.0% | +141.6% | +71.5% |
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