-79.1%
FIG vs VEU
+32.9%
-112.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | -16.3% | +1.1% | -17.5% | -16.3% |
| 30D | -14.3% | +2.2% | -16.5% | -14.4% |
| 3M | +7.2% | +3.0% | +4.2% | +7.3% |
| 6M | -18.6% | +10.9% | -29.5% | -22.2% |
| YTD | -35.5% | +18.2% | -53.7% | -45.7% |
| 1Y | -55.8% | +28.3% | -84.1% | -66.8% |
| All | -79.1% | +32.9% | -112.0% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling