-21.9%
FIG vs VWO
+8.3%
-30.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.2% |
| 7D | -12.2% | -1.7% | -10.5% | -12.6% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | +11.9% | +4.0% | +7.9% | +12.7% |
| 6M | -21.9% | +8.1% | -30.0% | -23.5% |
| All | -21.9% | +8.3% | -30.2% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling