+142.3%
VXUS vs USFD
+368.6%
-226.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +2.2% |
| 7D | +0.8% | +3.9% | -3.2% | -0.1% |
| 30D | -1.9% | +12.8% | -14.7% | -4.6% |
| 3M | -4.4% | +1.0% | -5.4% | -4.8% |
| 6M | -2.0% | +30.3% | -32.2% | -8.1% |
| YTD | +11.1% | +46.0% | -34.8% | +1.0% |
| 1Y | +15.1% | +49.6% | -34.6% | +3.9% |
| 3Y | +70.4% | +166.3% | -95.8% | +34.0% |
| 5Y | +47.2% | +208.4% | -161.2% | +10.1% |
| 10Y | +142.3% | +371.2% | -229.0% | +59.9% |
| All | +142.3% | +368.6% | -226.4% | +59.9% |
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