+766.1%
VRT vs FGI
-70.6%
+836.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.5% |
| 7D | -21.4% | -7.0% | -14.4% | -21.2% |
| 30D | -25.8% | -4.2% | -21.6% | -25.8% |
| 3M | -33.5% | +55.6% | -89.1% | -35.0% |
| 6M | -49.0% | -3.2% | -45.9% | -49.7% |
| YTD | +12.9% | +29.1% | -16.2% | +9.0% |
| 1Y | 0.0% | +51.0% | -51.0% | -3.8% |
| 3Y | +361.8% | +1.5% | +360.3% | +337.6% |
| All | +766.1% | -70.6% | +836.7% | +780.3% |
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