+54.7%
VO vs FGI
-66.3%
+121.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | +2.9% | +13.5% | -10.6% | +2.8% |
| 30D | +1.0% | +17.1% | -16.1% | +0.8% |
| 3M | -1.7% | +78.0% | -79.7% | -3.1% |
| 6M | +6.7% | +46.4% | -39.7% | +5.2% |
| YTD | +14.0% | +47.7% | -33.7% | +11.6% |
| 1Y | +13.7% | +56.8% | -43.1% | +10.9% |
| 3Y | +65.8% | +12.3% | +53.6% | +60.8% |
| All | +54.7% | -66.3% | +121.1% | +54.4% |
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