+857.1%
VRT vs FGI
-74.8%
+931.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -25.2% | +21.6% | -3.1% |
| 7D | +10.5% | -14.4% | +24.9% | +10.8% |
| 30D | -9.3% | -11.8% | +2.4% | -9.1% |
| 3M | -29.6% | -46.2% | +16.7% | -28.9% |
| 6M | -45.4% | +5.2% | -50.5% | -46.3% |
| YTD | +24.8% | +10.5% | +14.3% | +20.7% |
| 1Y | +23.6% | +25.5% | -1.9% | +19.3% |
| 3Y | +379.7% | -16.0% | +395.7% | +358.7% |
| All | +857.1% | -74.8% | +931.9% | +875.5% |
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