+146.3%
VXUS vs FTI
+183.5%
-37.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.3% | +5.4% | -3.1% | +1.3% |
| 30D | -2.2% | -8.2% | +6.0% | -0.9% |
| 3M | -5.4% | -13.7% | +8.3% | -3.1% |
| 6M | -1.2% | -11.2% | +9.9% | +0.3% |
| YTD | +10.4% | +46.0% | -35.6% | +2.2% |
| 1Y | +11.8% | +51.8% | -39.9% | +2.8% |
| 3Y | +68.4% | +206.7% | -138.3% | +33.3% |
| 5Y | +45.9% | +862.0% | -816.2% | -10.3% |
| All | +146.3% | +183.5% | -37.3% | +67.0% |
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