+144.8%
VXUS vs FTI
+301.2%
-156.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.8% |
| 7D | -1.9% | -5.6% | +3.7% | -0.9% |
| 30D | -0.7% | +0.4% | -1.1% | -0.8% |
| 3M | +4.9% | +8.1% | -3.2% | +3.2% |
| 6M | +9.7% | +16.7% | -7.0% | +6.1% |
| YTD | +15.0% | +70.0% | -55.0% | +3.9% |
| 1Y | +22.4% | +85.4% | -63.0% | +8.6% |
| 3Y | +72.2% | +265.9% | -193.7% | +32.2% |
| 5Y | +52.6% | +1,072.7% | -1,020.1% | -9.6% |
| All | +144.8% | +301.2% | -156.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling