-79.1%
FIG vs VEA
+34.2%
-113.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.3% |
| 7D | -16.3% | +1.0% | -17.3% | -16.3% |
| 30D | -14.3% | +1.9% | -16.3% | -14.3% |
| 3M | +7.2% | +3.2% | +3.9% | +7.5% |
| 6M | -18.6% | +10.2% | -28.9% | -21.0% |
| YTD | -35.5% | +18.9% | -54.4% | -44.8% |
| 1Y | -55.8% | +29.3% | -85.1% | -65.7% |
| All | -79.1% | +34.2% | -113.3% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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