+18.4%
VTI vs FGI
+93.3%
-74.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -0.4% | +14.7% | -15.0% | -0.4% |
| 30D | -1.6% | +67.0% | -68.5% | -2.3% |
| 3M | +3.6% | +31.0% | -27.5% | +2.9% |
| 6M | +13.0% | +126.8% | -113.8% | +11.4% |
| YTD | +12.7% | +35.6% | -22.9% | +11.5% |
| 1Y | +18.4% | +108.9% | -90.5% | +17.3% |
| All | +18.4% | +93.3% | -74.9% | +17.3% |
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 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