+75.7%
VTV vs FGI
-70.4%
+146.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +1.1% | +65.4% | -64.3% | +0.3% |
| 3M | +5.9% | +23.5% | -17.6% | +5.2% |
| 6M | +11.6% | +60.5% | -48.9% | +10.1% |
| YTD | +19.8% | +30.0% | -10.2% | +18.4% |
| 1Y | +26.2% | +82.1% | -55.8% | +23.5% |
| 3Y | +68.5% | -4.4% | +72.8% | +65.8% |
| All | +75.7% | -70.4% | +146.1% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling