+32.7%
VWO vs FGI
-70.0%
+102.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -5.3% | -3.2% | -2.0% | -5.3% |
| 3M | -6.2% | +64.1% | -70.3% | -7.4% |
| 6M | -6.2% | +17.2% | -23.4% | -7.2% |
| YTD | +5.6% | +31.6% | -26.0% | +3.6% |
| 1Y | +6.2% | +45.1% | -38.9% | +3.7% |
| 3Y | +57.5% | -2.0% | +59.5% | +52.8% |
| All | +32.7% | -70.0% | +102.7% | +32.2% |
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