+146.4%
VXUS vs FDS
+77.6%
+68.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.7% |
| 7D | +1.6% | -5.4% | +7.0% | +2.9% |
| 30D | +1.0% | +1.6% | -0.6% | +0.4% |
| 3M | +5.7% | +17.7% | -12.1% | +0.2% |
| 6M | +13.6% | +29.1% | -15.5% | +3.7% |
| YTD | +17.4% | +1.0% | +16.4% | +15.0% |
| 1Y | +25.1% | -21.6% | +46.7% | +32.5% |
| 3Y | +75.8% | -30.1% | +105.9% | +91.1% |
| 5Y | +55.4% | -20.7% | +76.1% | +58.3% |
| 10Y | +146.4% | +78.3% | +68.1% | +86.0% |
| All | +146.4% | +77.6% | +68.8% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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