+16.2%
VWO vs FGI
+126.2%
-110.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -11.0% | -1.6% |
| 7D | -1.7% | +22.8% | -24.5% | -1.9% |
| 30D | -0.3% | +85.9% | -86.2% | -1.2% |
| 3M | +4.0% | +32.4% | -28.4% | +3.3% |
| 6M | +8.1% | +106.3% | -98.2% | +6.3% |
| YTD | +11.6% | +48.4% | -36.8% | +10.1% |
| 1Y | +16.2% | +116.4% | -100.1% | +14.1% |
| All | +16.2% | +126.2% | -110.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling