+81.6%
VTI vs FGI
-66.3%
+147.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.5% |
| 7D | +3.4% | +13.5% | -10.2% | +3.2% |
| 30D | -2.3% | +17.1% | -19.4% | -2.5% |
| 3M | -2.2% | +78.0% | -80.2% | -3.4% |
| 6M | +3.3% | +46.4% | -43.2% | +2.0% |
| YTD | +12.1% | +47.7% | -35.6% | +9.9% |
| 1Y | +12.2% | +56.8% | -44.6% | +9.7% |
| 3Y | +78.0% | +12.3% | +65.8% | +73.4% |
| All | +81.6% | -66.3% | +147.9% | +81.7% |
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