-83.2%
FIG vs VXUS
+23.8%
-107.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | +2.1% | +1.3% | +2.8% |
| 30D | -9.5% | -1.1% | -8.3% | -9.0% |
| 3M | -26.2% | -5.6% | -20.6% | -25.7% |
| 6M | +2.7% | -2.3% | +4.9% | +2.9% |
| YTD | -48.0% | +10.4% | -58.3% | -55.8% |
| 1Y | -52.0% | +13.1% | -65.1% | -61.3% |
| All | -83.2% | +23.8% | -107.0% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling