+43.3%
VWO vs FGI
-69.8%
+113.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +0.9% | +5.2% | -4.2% | +0.8% |
| 30D | +1.3% | +65.2% | -64.0% | 0.0% |
| 3M | +5.1% | +30.2% | -25.1% | +4.0% |
| 6M | +12.5% | +87.8% | -75.3% | +9.9% |
| YTD | +14.0% | +32.5% | -18.4% | +11.9% |
| 1Y | +19.7% | +93.6% | -73.9% | +15.6% |
| 3Y | +66.8% | -2.6% | +69.4% | +61.9% |
| All | +43.3% | -69.8% | +113.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling