+87.8%
VUG vs FGI
-70.0%
+157.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | -4.1% | +2.9% | -1.1% |
| 30D | -8.9% | -3.4% | -5.5% | -8.8% |
| 3M | -5.9% | +61.8% | -67.7% | -7.3% |
| 6M | -3.3% | +17.0% | -20.3% | -4.5% |
| YTD | +3.4% | +31.4% | -28.0% | +1.1% |
| 1Y | +1.9% | +42.7% | -40.8% | -0.8% |
| 3Y | +76.9% | -0.1% | +77.0% | +71.6% |
| All | +87.8% | -70.0% | +157.8% | +89.1% |
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