+67.7%
VWO vs FGI
-5.3%
+73.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.7% |
| 7D | +1.1% | +0.5% | +0.5% | +1.1% |
| 30D | +2.4% | +65.4% | -63.0% | +1.7% |
| 3M | +2.0% | +23.5% | -21.5% | +1.5% |
| 6M | +10.7% | +60.5% | -49.9% | +9.5% |
| YTD | +14.4% | +30.0% | -15.6% | +13.3% |
| 1Y | +22.7% | +82.1% | -59.4% | +21.2% |
| All | +67.7% | -5.3% | +73.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling