+11.0%
FXI vs VCIT
+96.1%
-85.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -0.6% | +1.0% | -1.7% | -1.1% |
| 3M | -4.9% | -1.4% | -3.5% | -4.3% |
| 6M | -8.8% | -2.1% | -6.7% | -8.0% |
| YTD | -10.7% | -1.8% | -9.0% | -10.0% |
| 1Y | -15.2% | -1.4% | -13.9% | -14.7% |
| 3Y | +42.5% | +19.3% | +23.2% | +34.0% |
| 5Y | -7.8% | +4.1% | -12.0% | -12.0% |
| 10Y | +20.0% | +30.9% | -11.0% | +18.2% |
| All | +11.0% | +96.1% | -85.1% | +49.8% |
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