-80.9%
FIG vs VEU
+31.3%
-112.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -14.5% | +0.3% | -14.8% | -14.5% |
| 30D | -13.3% | +0.7% | -14.0% | -13.3% |
| 3M | +7.4% | +4.7% | +2.7% | +6.3% |
| 6M | -27.8% | +11.6% | -39.4% | -32.1% |
| YTD | -41.1% | +16.8% | -57.9% | -50.5% |
| 1Y | -58.7% | +24.9% | -83.6% | -68.9% |
| All | -80.9% | +31.3% | -112.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling