+168.3%
VXUS vs FTI
+108.1%
+60.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | -1.2% | -6.3% | +5.1% | 0.0% |
| 3M | -3.8% | -13.1% | +9.3% | -1.2% |
| 6M | -1.7% | -8.0% | +6.3% | -0.6% |
| YTD | +11.4% | +47.1% | -35.6% | +1.3% |
| 1Y | +13.3% | +50.7% | -37.3% | +2.4% |
| 3Y | +70.0% | +209.0% | -139.0% | +27.5% |
| 5Y | +48.1% | +847.0% | -798.9% | -18.5% |
| 10Y | +147.1% | +184.3% | -37.3% | +62.8% |
| All | +168.3% | +108.1% | +60.2% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling