+142.2%
VXUS vs USFD
+369.2%
-227.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | +8.4% | -7.9% | -1.3% |
| 30D | -2.5% | +12.7% | -15.3% | -5.2% |
| 3M | -4.6% | +1.1% | -5.8% | -5.1% |
| 6M | -2.6% | +30.2% | -32.8% | -8.7% |
| YTD | +10.4% | +45.8% | -35.5% | +0.4% |
| 1Y | +12.9% | +51.9% | -39.1% | +1.6% |
| 3Y | +68.4% | +158.5% | -90.1% | +33.3% |
| 5Y | +47.7% | +208.0% | -160.4% | +10.5% |
| 10Y | +142.2% | +376.6% | -234.3% | +60.3% |
| All | +142.2% | +369.2% | -227.0% | +60.3% |
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