-79.9%
FIG vs VWO
+24.1%
-104.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | -3.8% | -1.8% | -2.0% | -3.3% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | +20.0% | +2.2% | +17.7% | +18.5% |
| 6M | -16.7% | +8.8% | -25.4% | -22.5% |
| YTD | -37.9% | +12.4% | -50.3% | -46.7% |
| 1Y | -58.5% | +15.6% | -74.1% | -66.2% |
| All | -79.9% | +24.1% | -104.0% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling