+55.0%
VO vs FGI
-70.4%
+125.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -0.3% | +65.4% | -65.7% | -1.7% |
| 3M | +2.9% | +23.5% | -20.6% | +1.9% |
| 6M | +9.3% | +60.5% | -51.2% | +7.0% |
| YTD | +14.2% | +30.0% | -15.8% | +12.0% |
| 1Y | +15.3% | +82.1% | -66.8% | +11.3% |
| 3Y | +56.2% | -4.4% | +60.6% | +52.1% |
| All | +55.0% | -70.4% | +125.4% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling