+150.1%
VXUS vs FTV
+78.2%
+71.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | +0.7% | -9.5% | +10.2% | +4.7% |
| 3M | +4.8% | -10.9% | +15.7% | +9.2% |
| 6M | +11.3% | -0.6% | +12.0% | +10.8% |
| YTD | +16.5% | +1.4% | +15.1% | +14.2% |
| 1Y | +24.3% | +17.6% | +6.6% | +14.1% |
| 3Y | +74.5% | -3.3% | +77.7% | +70.8% |
| 5Y | +54.3% | -0.1% | +54.5% | +46.2% |
| 10Y | +150.1% | +82.5% | +67.6% | +86.0% |
| All | +150.1% | +78.2% | +71.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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