+42.7%
VXUS vs FIS
-71.2%
+113.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.5% |
| 7D | -1.8% | -25.5% | +23.7% | +1.8% |
| 30D | -4.6% | -15.1% | +10.5% | -3.4% |
| 3M | -6.1% | -32.1% | +26.0% | -1.3% |
| 6M | -4.9% | -36.1% | +31.2% | +0.6% |
| YTD | +8.1% | -55.4% | +63.4% | +22.7% |
| 1Y | +12.1% | -53.9% | +66.0% | +26.3% |
| 3Y | +63.9% | -39.8% | +103.6% | +72.1% |
| All | +42.7% | -71.2% | +113.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling