-80.8%
FIG vs VEU
+29.7%
-110.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -12.2% | -1.9% | -10.3% | -12.1% |
| 30D | -11.0% | -0.7% | -10.2% | -11.0% |
| 3M | +11.9% | +4.9% | +7.0% | +10.1% |
| 6M | -21.9% | +9.8% | -31.7% | -26.3% |
| YTD | -40.8% | +15.3% | -56.1% | -50.1% |
| 1Y | -56.6% | +23.0% | -79.7% | -67.3% |
| All | -80.8% | +29.7% | -110.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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