+147.0%
VXUS vs USFD
+322.6%
-175.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | -3.0% | +4.0% | +1.7% |
| 30D | +2.2% | +3.5% | -1.3% | +1.3% |
| 3M | +3.0% | +26.6% | -23.6% | -2.6% |
| 6M | +10.7% | +11.7% | -1.0% | +7.5% |
| YTD | +17.8% | +38.1% | -20.3% | +8.6% |
| 1Y | +27.6% | +33.4% | -5.8% | +18.3% |
| 3Y | +73.3% | +155.8% | -82.5% | +37.4% |
| 5Y | +54.3% | +214.0% | -159.7% | +15.0% |
| All | +147.0% | +322.6% | -175.6% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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