+75.8%
VT vs FGI
-4.4%
+80.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +1.0% | +65.4% | -64.4% | +0.4% |
| 3M | +2.4% | +23.5% | -21.1% | +1.9% |
| 6M | +12.0% | +60.5% | -48.5% | +11.0% |
| YTD | +15.3% | +30.0% | -14.7% | +14.4% |
| 1Y | +22.6% | +82.1% | -59.5% | +21.6% |
| All | +75.8% | -4.4% | +80.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling