+147.3%
VXUS vs FDX
+185.4%
-38.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.0% | -2.5% | +3.5% | +1.7% |
| 30D | +2.2% | +3.8% | -1.6% | +1.1% |
| 3M | +3.0% | -1.3% | +4.3% | +3.1% |
| 6M | +10.7% | +5.0% | +5.6% | +8.6% |
| YTD | +17.8% | +39.6% | -21.8% | +6.9% |
| 1Y | +27.6% | +81.1% | -53.5% | +7.6% |
| 3Y | +73.3% | +63.0% | +10.3% | +45.9% |
| 5Y | +54.3% | +65.6% | -11.3% | +25.6% |
| All | +147.3% | +185.4% | -38.1% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling