+148.0%
VXUS vs FTI
+313.1%
-165.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | +0.7% | +5.0% | -4.4% | -0.2% |
| 3M | +4.8% | +13.8% | -9.1% | +2.1% |
| 6M | +11.3% | +22.9% | -11.6% | +6.7% |
| YTD | +16.5% | +75.0% | -58.5% | +4.7% |
| 1Y | +24.3% | +96.9% | -72.6% | +9.1% |
| 3Y | +74.5% | +276.7% | -202.2% | +33.2% |
| 5Y | +54.3% | +1,157.0% | -1,102.7% | -9.8% |
| All | +148.0% | +313.1% | -165.0% | +55.3% |
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