+3.5%
VRT vs FGI
+45.2%
-41.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | -4.1% | -13.6% | -17.6% |
| 30D | -20.0% | -3.4% | -16.6% | -19.9% |
| 3M | -28.1% | +61.8% | -89.8% | -30.0% |
| 6M | -42.8% | +17.0% | -59.9% | -43.7% |
| YTD | +20.0% | +31.4% | -11.4% | +12.9% |
| 1Y | +3.5% | +42.7% | -39.2% | -3.6% |
| All | +3.5% | +45.2% | -41.6% | -3.6% |
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