+165.8%
VXUS vs FITB
+500.9%
-335.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -2.5% | +7.0% | -9.6% | -4.7% |
| 3M | -4.6% | -4.4% | -0.3% | -3.4% |
| 6M | -2.6% | +11.6% | -14.2% | -6.4% |
| YTD | +10.4% | +18.6% | -8.2% | +3.5% |
| 1Y | +12.9% | +29.8% | -17.0% | +2.7% |
| 3Y | +68.4% | +140.7% | -72.3% | +21.8% |
| 5Y | +47.7% | +48.6% | -0.9% | +21.9% |
| 10Y | +142.2% | +224.4% | -82.2% | +32.3% |
| All | +165.8% | +500.9% | -335.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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