+98.0%
VUG vs FGI
-70.4%
+168.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | -0.3% | +65.4% | -65.7% | -1.7% |
| 3M | -0.7% | +23.5% | -24.2% | -1.8% |
| 6M | +14.6% | +60.5% | -45.9% | +11.8% |
| YTD | +9.0% | +30.0% | -21.0% | +6.7% |
| 1Y | +14.9% | +82.1% | -67.2% | +10.6% |
| 3Y | +86.0% | -4.4% | +90.4% | +80.9% |
| All | +98.0% | -70.4% | +168.3% | +99.5% |
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