-55.8%
FIG vs VXUS
+28.0%
-83.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | -16.3% | +1.0% | -17.3% | -16.4% |
| 30D | -14.3% | +2.2% | -16.5% | -14.5% |
| 3M | +7.2% | +3.0% | +4.2% | +7.3% |
| 6M | -18.6% | +10.7% | -29.3% | -22.3% |
| YTD | -35.5% | +17.8% | -53.3% | -47.4% |
| 1Y | -55.8% | +27.6% | -83.4% | -71.4% |
| All | -55.8% | +28.0% | -83.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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