+183.8%
VXUS vs FFIV
+246.1%
-62.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | +2.2% | -5.1% | +7.3% | +3.5% |
| 3M | +3.0% | -4.5% | +7.4% | +3.8% |
| 6M | +10.7% | +36.5% | -25.8% | +0.8% |
| YTD | +17.8% | +53.0% | -35.1% | +3.5% |
| 1Y | +27.6% | +24.2% | +3.4% | +18.1% |
| 3Y | +73.3% | +137.2% | -63.9% | +31.2% |
| 5Y | +54.3% | +91.8% | -37.4% | +21.7% |
| 10Y | +149.8% | +215.2% | -65.3% | +64.6% |
| All | +183.8% | +246.1% | -62.3% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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