-80.9%
FIG vs VXUS
+30.7%
-111.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -14.5% | +0.3% | -14.7% | -14.5% |
| 30D | -13.3% | +0.7% | -14.0% | -13.3% |
| 3M | +7.4% | +4.8% | +2.7% | +6.4% |
| 6M | -27.8% | +11.3% | -39.1% | -32.0% |
| YTD | -41.1% | +16.5% | -57.6% | -50.3% |
| 1Y | -58.7% | +24.3% | -83.0% | -68.5% |
| All | -80.9% | +30.7% | -111.7% | -85.3% |
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