-4.9%
FXI vs VCIT
+4.1%
-9.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.3% |
| 30D | -0.6% | -0.8% | +0.2% | +0.1% |
| 3M | +1.9% | -1.0% | +2.9% | +2.8% |
| 6M | -0.2% | -1.8% | +1.7% | +1.4% |
| YTD | -5.6% | -0.7% | -4.9% | -5.0% |
| 1Y | -4.7% | +1.0% | -5.6% | -5.4% |
| 3Y | +38.0% | +18.8% | +19.2% | +20.3% |
| All | -4.9% | +4.1% | -9.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 5y: compounded portfolio wealth divided by compounded VCIT 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…
5y analysis · Full analysis span regression · 6 months rolling