+160.2%
VXUS vs FIS
+24.1%
+136.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.8% |
| 7D | -1.8% | -25.5% | +23.7% | +6.1% |
| 30D | -4.6% | -15.1% | +10.5% | -1.6% |
| 3M | -6.1% | -32.1% | +26.0% | +4.0% |
| 6M | -4.9% | -36.1% | +31.2% | +6.4% |
| YTD | +8.1% | -55.4% | +63.4% | +36.5% |
| 1Y | +12.1% | -53.9% | +66.0% | +39.7% |
| 3Y | +63.9% | -39.8% | +103.6% | +79.3% |
| 5Y | +43.1% | -71.1% | +114.2% | +99.7% |
| 10Y | +139.2% | -53.8% | +193.0% | +145.9% |
| All | +160.2% | +24.1% | +136.1% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling