+5.0%
VXUS vs FPS
-14.8%
+19.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.8% | +8.9% | +0.1% |
| 7D | +2.3% | +21.6% | -19.3% | -0.2% |
| 30D | -2.2% | -38.8% | +36.5% | +2.1% |
| 3M | -5.4% | -42.1% | +36.7% | -1.0% |
| 6M | -1.2% | -48.5% | +47.3% | +4.0% |
| All | +5.0% | -14.8% | +19.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling