+183.8%
VXUS vs FIS
+78.9%
+104.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | +2.2% | -2.2% | +4.4% | +2.8% |
| 3M | +3.0% | +2.1% | +0.8% | +1.4% |
| 6M | +10.7% | -14.7% | +25.3% | +15.1% |
| YTD | +17.8% | -35.7% | +53.5% | +35.1% |
| 1Y | +27.6% | -37.1% | +64.6% | +47.0% |
| 3Y | +73.3% | -20.0% | +93.3% | +77.5% |
| 5Y | +54.3% | -62.1% | +116.5% | +103.7% |
| 10Y | +149.8% | -37.4% | +187.2% | +140.8% |
| All | +183.8% | +78.9% | +104.9% | +29.2% |
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