+150.1%
VXUS vs FIS
-41.9%
+192.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | +0.2% |
| 7D | +0.3% | -9.1% | +9.4% | +2.9% |
| 30D | +0.7% | -10.4% | +11.1% | +3.5% |
| 3M | +4.8% | -3.7% | +8.4% | +5.0% |
| 6M | +11.3% | -24.8% | +36.1% | +19.2% |
| YTD | +16.5% | -41.6% | +58.1% | +34.2% |
| 1Y | +24.3% | -42.7% | +67.0% | +43.7% |
| 3Y | +74.5% | -26.2% | +100.7% | +82.0% |
| 5Y | +54.3% | -66.1% | +120.5% | +104.3% |
| 10Y | +150.1% | -40.9% | +191.0% | +176.1% |
| All | +150.1% | -41.9% | +192.0% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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