+171.0%
VXUS vs FTV
+90.8%
+80.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.0% | -4.5% | +5.5% | +2.8% |
| 30D | +2.2% | -7.1% | +9.3% | +5.1% |
| 3M | +3.0% | -7.2% | +10.1% | +5.6% |
| 6M | +10.7% | -1.5% | +12.2% | +10.5% |
| YTD | +17.8% | +3.5% | +14.4% | +14.6% |
| 1Y | +27.6% | +20.3% | +7.2% | +16.2% |
| 3Y | +73.3% | -3.1% | +76.4% | +69.7% |
| 5Y | +54.3% | +2.3% | +52.0% | +44.8% |
| 10Y | +149.8% | +76.3% | +73.5% | +86.0% |
| All | +171.0% | +90.8% | +80.2% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling