-83.7%
FIG vs VXUS
+21.2%
-104.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -13.1% | -1.8% | -11.4% | -12.3% |
| 30D | -13.0% | -4.6% | -8.4% | -12.1% |
| 3M | -21.5% | -6.1% | -15.4% | -20.7% |
| 6M | -2.5% | -4.9% | +2.4% | -1.4% |
| YTD | -49.7% | +8.1% | -57.7% | -57.0% |
| 1Y | -59.1% | +12.1% | -71.2% | -67.3% |
| All | -83.7% | +21.2% | -104.9% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling