+14.4%
FXI vs VCIT
+96.4%
-82.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +4.6% | +1.9% | +2.7% | +3.8% |
| 3M | -2.8% | -1.4% | -1.3% | -2.2% |
| 6M | -6.1% | -2.1% | -3.9% | -5.2% |
| YTD | -8.0% | -1.6% | -6.4% | -7.4% |
| 1Y | -11.3% | -0.9% | -10.4% | -10.9% |
| 3Y | +42.6% | +20.0% | +22.7% | +33.9% |
| 5Y | -0.1% | +3.1% | -3.2% | -4.6% |
| 10Y | +22.7% | +28.7% | -6.0% | +20.0% |
| All | +14.4% | +96.4% | -82.0% | +54.2% |
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