+11.8%
VXUS vs FDS
+23.2%
-11.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.0% |
| 7D | +2.3% | -2.6% | +4.9% | +2.1% |
| 30D | -2.2% | +14.1% | -16.3% | -1.3% |
| 3M | -5.4% | +19.8% | -25.2% | -4.1% |
| 6M | -1.2% | +55.0% | -56.2% | +1.7% |
| YTD | +10.4% | +15.9% | -5.5% | +13.0% |
| 1Y | +11.8% | +24.2% | -12.3% | +14.1% |
| All | +11.8% | +23.2% | -11.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling