-55.8%
FIG vs VWO
+23.1%
-78.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | -16.3% | +1.1% | -17.4% | -16.6% |
| 30D | -14.3% | +2.4% | -16.7% | -14.9% |
| 3M | +7.2% | +2.0% | +5.2% | +6.8% |
| 6M | -18.6% | +10.7% | -29.3% | -24.6% |
| YTD | -35.5% | +14.4% | -49.9% | -45.1% |
| 1Y | -55.8% | +22.7% | -78.5% | -67.0% |
| All | -55.8% | +23.1% | -78.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling