+17.4%
FXI vs VCIT
+98.3%
-80.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.2% |
| 30D | -0.6% | -0.8% | +0.2% | -0.2% |
| 3M | +1.9% | -1.0% | +2.9% | +2.3% |
| 6M | -0.2% | -1.8% | +1.7% | +0.6% |
| YTD | -5.6% | -0.7% | -4.9% | -5.3% |
| 1Y | -4.7% | +1.0% | -5.6% | -5.0% |
| 3Y | +38.0% | +18.8% | +19.2% | +29.8% |
| 5Y | -2.7% | +3.5% | -6.1% | -7.4% |
| 10Y | +19.9% | +29.2% | -9.3% | +16.5% |
| All | +17.4% | +98.3% | -80.9% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling