+66.5%
VEU vs FGI
-69.8%
+136.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | +1.7% | +5.2% | -3.5% | +1.6% |
| 30D | +1.0% | +65.2% | -64.2% | -0.1% |
| 3M | +5.6% | +30.2% | -24.5% | +4.7% |
| 6M | +13.7% | +87.8% | -74.1% | +11.3% |
| YTD | +17.7% | +32.5% | -14.7% | +15.8% |
| 1Y | +25.8% | +93.6% | -67.8% | +22.1% |
| 3Y | +77.1% | -2.6% | +79.7% | +72.7% |
| All | +66.5% | -69.8% | +136.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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