+134.8%
VXUS vs FDS
+135.4%
-0.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -4.6% | +20.2% | -24.8% | -8.9% |
| 3M | -6.1% | +19.9% | -26.0% | -10.7% |
| 6M | -4.9% | +56.2% | -61.1% | -17.2% |
| YTD | +8.1% | +14.6% | -6.5% | +2.2% |
| 1Y | +12.1% | +31.6% | -19.5% | +0.8% |
| 3Y | +63.9% | -23.8% | +87.7% | +74.8% |
| 5Y | +43.1% | -22.6% | +65.7% | +49.3% |
| All | +134.8% | +135.4% | -0.6% | +68.4% |
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