+146.4%
VXUS vs FDX
+178.0%
-31.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | +1.6% | -3.3% | +4.9% | +2.5% |
| 30D | +1.0% | -1.4% | +2.4% | +1.3% |
| 3M | +5.7% | -4.5% | +10.2% | +6.7% |
| 6M | +13.6% | +9.4% | +4.2% | +10.2% |
| YTD | +17.4% | +36.0% | -18.6% | +7.2% |
| 1Y | +25.1% | +75.5% | -50.4% | +6.4% |
| 3Y | +75.8% | +62.8% | +13.0% | +48.0% |
| 5Y | +55.4% | +64.4% | -9.0% | +26.6% |
| 10Y | +146.4% | +175.5% | -29.1% | +53.1% |
| All | +146.4% | +178.0% | -31.6% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling