+123.4%
VRT vs FGI
+81.8%
+41.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.5% | -3.2% | +4.3% |
| 7D | +9.1% | +0.5% | +8.6% | +9.1% |
| 30D | +0.9% | +65.4% | -64.5% | +0.1% |
| 3M | -13.4% | +23.5% | -36.9% | -13.9% |
| 6M | +11.7% | +60.5% | -48.8% | +10.1% |
| YTD | +73.2% | +30.0% | +43.2% | +71.0% |
| 1Y | +123.4% | +82.1% | +41.4% | +126.7% |
| All | +123.4% | +81.8% | +41.6% | +126.7% |
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