+159.8%
VXUS vs FE
+140.5%
+19.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -5.8% | +6.4% | -12.2% | -7.5% |
| 3M | -6.4% | -0.5% | -6.0% | -6.4% |
| 6M | -2.5% | +4.7% | -7.3% | -4.1% |
| YTD | +7.9% | +8.4% | -0.5% | +5.0% |
| 1Y | +11.5% | +7.2% | +4.3% | +8.8% |
| 3Y | +63.4% | +44.9% | +18.6% | +44.7% |
| 5Y | +42.9% | +46.3% | -3.4% | +24.9% |
| 10Y | +138.9% | +110.3% | +28.6% | +81.0% |
| All | +159.8% | +140.5% | +19.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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