+54.7%
VO vs FGI
-74.8%
+129.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.3% |
| 7D | +3.1% | -14.4% | +17.5% | +3.2% |
| 30D | +2.2% | -11.8% | +14.0% | +2.3% |
| 3M | -2.5% | -46.2% | +43.8% | -2.0% |
| 6M | +7.0% | +5.2% | +1.8% | +5.9% |
| YTD | +14.0% | +10.5% | +3.5% | +11.9% |
| 1Y | +15.6% | +25.5% | -9.9% | +13.1% |
| 3Y | +66.2% | -16.0% | +82.2% | +61.6% |
| All | +54.7% | -74.8% | +129.5% | +54.8% |
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 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