+644.1%
VST vs FGI
-70.4%
+714.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +3.5% |
| 7D | +8.9% | +0.5% | +8.4% | +8.9% |
| 30D | +6.2% | +65.4% | -59.2% | +6.5% |
| 3M | -2.7% | +23.5% | -26.2% | -2.5% |
| 6M | -8.4% | +60.5% | -68.9% | -8.2% |
| YTD | -7.2% | +30.0% | -37.2% | -7.0% |
| 1Y | -20.9% | +82.1% | -103.0% | -20.2% |
| 3Y | +384.0% | -4.4% | +388.4% | +396.2% |
| All | +644.1% | -70.4% | +714.5% | +668.6% |
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 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