-83.2%
FIG vs VEU
+24.7%
-107.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +3.4% | +2.1% | +1.3% | +2.8% |
| 30D | -9.5% | -0.9% | -8.5% | -9.1% |
| 3M | -26.2% | -5.4% | -20.8% | -25.7% |
| 6M | +2.7% | -1.8% | +4.5% | +2.7% |
| YTD | -48.0% | +10.9% | -58.9% | -56.0% |
| 1Y | -52.0% | +13.6% | -65.6% | -61.3% |
| All | -83.2% | +24.7% | -107.9% | -87.3% |
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