+84.1%
VUG vs FGI
-70.6%
+154.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -3.4% | -7.0% | +3.6% | -3.3% |
| 30D | -11.1% | -4.2% | -6.9% | -11.1% |
| 3M | -7.2% | +55.6% | -62.9% | -8.6% |
| 6M | -4.1% | -3.2% | -1.0% | -5.1% |
| YTD | +1.4% | +29.1% | -27.7% | -0.9% |
| 1Y | +1.9% | +51.0% | -49.1% | -0.8% |
| 3Y | +77.7% | +1.5% | +76.2% | +71.9% |
| All | +84.1% | -70.6% | +154.7% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling