+54.2%
VO vs FGI
-70.0%
+124.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | -0.1% | -1.4% | +1.2% | -0.1% |
| 30D | +0.5% | -3.2% | +3.7% | +0.5% |
| 3M | -1.0% | +64.1% | -65.1% | -2.4% |
| 6M | +6.4% | +17.2% | -10.8% | +5.3% |
| YTD | +13.6% | +31.6% | -18.0% | +11.4% |
| 1Y | +14.5% | +45.1% | -30.6% | +11.8% |
| 3Y | +67.2% | -2.0% | +69.2% | +62.6% |
| All | +54.2% | -70.0% | +124.2% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling