+5.1%
VUG vs FGI
+17.8%
-12.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -25.2% | +24.3% | -0.6% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | -6.3% | -11.8% | +5.5% | -6.2% |
| 3M | -6.0% | -46.2% | +40.2% | -5.5% |
| 6M | -3.5% | +5.2% | -8.7% | -4.6% |
| YTD | +3.9% | +10.5% | -6.6% | +1.6% |
| 1Y | +5.1% | +25.5% | -20.4% | +1.7% |
| All | +5.1% | +17.8% | -12.7% | +1.7% |
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 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