+68.2%
VYM vs FGI
-69.1%
+137.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | -1.0% | +14.7% | -15.7% | -1.1% |
| 30D | -2.0% | +67.0% | -69.0% | -2.8% |
| 3M | +3.1% | +31.0% | -28.0% | +2.4% |
| 6M | +8.9% | +126.8% | -117.9% | +7.1% |
| YTD | +14.7% | +35.6% | -20.9% | +13.4% |
| 1Y | +19.4% | +108.9% | -89.5% | +16.8% |
| 3Y | +65.4% | -0.3% | +65.7% | +62.9% |
| All | +68.2% | -69.1% | +137.2% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling