+183.8%
VXUS vs FE
+138.8%
+45.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | +2.2% | -1.2% | +3.4% | +2.5% |
| 3M | +3.0% | +3.5% | -0.5% | +1.8% |
| 6M | +10.7% | -6.1% | +16.7% | +12.3% |
| YTD | +17.8% | +7.6% | +10.2% | +15.0% |
| 1Y | +27.6% | +11.9% | +15.7% | +22.9% |
| 3Y | +73.3% | +48.4% | +24.9% | +52.3% |
| 5Y | +54.3% | +44.8% | +9.5% | +35.2% |
| 10Y | +149.8% | +115.9% | +33.9% | +87.4% |
| All | +183.8% | +138.8% | +45.0% | +100.9% |
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