-83.2%
FIG vs VXUS
+24.7%
-107.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.3% |
| 7D | -12.6% | +0.8% | -13.4% | -12.5% |
| 30D | -13.8% | -1.9% | -11.9% | -13.5% |
| 3M | -16.7% | -4.4% | -12.3% | -16.4% |
| 6M | -6.1% | -2.0% | -4.1% | -5.9% |
| YTD | -48.1% | +11.1% | -59.2% | -56.0% |
| 1Y | -56.2% | +15.1% | -71.2% | -65.2% |
| All | -83.2% | +24.7% | -107.9% | -87.0% |
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