+160.2%
VXUS vs FDS
+292.8%
-132.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -4.6% | +20.2% | -24.8% | -10.1% |
| 3M | -6.1% | +19.9% | -26.0% | -12.1% |
| 6M | -4.9% | +56.2% | -61.1% | -20.3% |
| YTD | +8.1% | +14.6% | -6.5% | -0.3% |
| 1Y | +12.1% | +31.6% | -19.5% | -2.4% |
| 3Y | +63.9% | -23.8% | +87.7% | +73.2% |
| 5Y | +43.1% | -22.6% | +65.7% | +47.4% |
| 10Y | +139.2% | +139.3% | -0.1% | +38.6% |
| All | +160.2% | +292.8% | -132.5% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling