-40.0%
VST vs FGI
+51.0%
-91.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.1% | -6.2% |
| 7D | -19.9% | -11.6% | -8.3% | -19.8% |
| 30D | -29.7% | -3.3% | -26.4% | -29.6% |
| 3M | -19.6% | +65.6% | -85.1% | -20.1% |
| 6M | -29.4% | -2.8% | -26.6% | -29.5% |
| YTD | -29.7% | +30.1% | -59.9% | -31.7% |
| 1Y | -40.0% | +50.2% | -90.2% | -44.0% |
| All | -40.0% | +51.0% | -91.0% | -44.0% |
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