+142.2%
VXUS vs FTI
+178.7%
-36.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | -2.5% | -7.2% | +4.7% | -1.4% |
| 3M | -4.6% | -12.9% | +8.2% | -2.5% |
| 6M | -2.6% | -7.9% | +5.2% | -1.8% |
| YTD | +10.4% | +45.2% | -34.8% | +2.3% |
| 1Y | +12.9% | +48.1% | -35.2% | +4.2% |
| 3Y | +68.4% | +205.0% | -136.6% | +33.5% |
| 5Y | +47.7% | +838.8% | -791.2% | -8.8% |
| 10Y | +142.2% | +174.8% | -32.6% | +64.2% |
| All | +142.2% | +178.7% | -36.4% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling