+55.4%
VXUS vs FTI
+1,110.9%
-1,055.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +1.0% | +12.3% | -11.3% | -0.8% |
| 3M | +5.7% | +13.8% | -8.1% | +3.4% |
| 6M | +13.6% | +24.3% | -10.7% | +9.4% |
| YTD | +17.4% | +75.8% | -58.4% | +7.2% |
| 1Y | +25.1% | +99.6% | -74.6% | +11.8% |
| 3Y | +75.8% | +278.4% | -202.6% | +40.4% |
| 5Y | +55.4% | +1,168.7% | -1,113.3% | -1.1% |
| All | +55.4% | +1,110.9% | -1,055.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling