-11.5%
VMC vs FGI
+89.5%
-101.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | +0.9% |
| 7D | -4.3% | +0.5% | -4.9% | -4.3% |
| 30D | -8.2% | +65.4% | -73.6% | -8.8% |
| 3M | -7.0% | +23.5% | -30.5% | -7.4% |
| 6M | -10.8% | +60.5% | -71.3% | -11.7% |
| YTD | -7.4% | +30.0% | -37.4% | -8.3% |
| All | -11.5% | +89.5% | -101.0% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling