+76.5%
VXUS vs FTI
+292.5%
-216.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.0% | +5.3% | -4.3% | +0.3% |
| 30D | +2.2% | +15.3% | -13.1% | 0.0% |
| 3M | +3.0% | +15.8% | -12.8% | +0.5% |
| 6M | +10.7% | +22.6% | -11.9% | +6.7% |
| YTD | +17.8% | +79.5% | -61.7% | +7.0% |
| 1Y | +27.6% | +102.0% | -74.4% | +13.5% |
| All | +76.5% | +292.5% | -216.0% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling