+141.4%
VXUS vs USFD
+339.9%
-198.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.8% | +3.0% | -4.7% | -2.4% |
| 30D | -4.6% | +11.1% | -15.6% | -6.8% |
| 3M | -6.1% | -0.3% | -5.8% | -6.2% |
| 6M | -4.9% | +15.9% | -20.8% | -8.5% |
| YTD | +8.1% | +41.6% | -33.6% | -1.1% |
| 1Y | +12.1% | +49.4% | -37.3% | +1.3% |
| 3Y | +63.9% | +157.8% | -94.0% | +29.8% |
| 5Y | +43.1% | +176.6% | -133.5% | +9.5% |
| 10Y | +139.2% | +375.4% | -236.1% | +55.5% |
| All | +141.4% | +339.9% | -198.4% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling