+183.8%
VXUS vs FTI
+154.1%
+29.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.0% | +5.3% | -4.3% | -0.1% |
| 30D | +2.2% | +15.3% | -13.1% | -1.0% |
| 3M | +3.0% | +15.8% | -12.8% | -0.6% |
| 6M | +10.7% | +22.6% | -11.9% | +5.1% |
| YTD | +17.8% | +79.5% | -61.7% | +2.9% |
| 1Y | +27.6% | +102.0% | -74.4% | +8.2% |
| 3Y | +73.3% | +315.8% | -242.5% | +21.7% |
| 5Y | +54.3% | +1,129.5% | -1,075.2% | -20.1% |
| 10Y | +149.8% | +320.9% | -171.1% | +47.2% |
| All | +183.8% | +154.1% | +29.7% | +76.9% |
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