+21.7%
VYM vs FGI
+38.7%
-17.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.2% |
| 7D | +1.2% | +3.3% | -2.2% | +1.1% |
| 30D | +5.2% | -2.0% | +7.3% | +5.2% |
| 3M | +0.5% | +60.3% | -59.7% | 0.0% |
| 6M | +7.7% | +0.7% | +7.0% | +7.4% |
| YTD | +17.2% | +30.2% | -13.0% | +16.2% |
| 1Y | +21.7% | +44.4% | -22.7% | +18.4% |
| All | +21.7% | +38.7% | -17.0% | +18.4% |
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 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