+14.7%
FXI vs VCLT
+17.1%
-2.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.4% |
| 30D | -2.1% | -1.2% | -0.9% | -1.7% |
| 3M | -0.5% | -4.8% | +4.3% | +1.3% |
| 6M | -4.5% | -2.6% | -2.0% | -3.6% |
| YTD | -9.2% | -3.3% | -5.9% | -8.1% |
| 1Y | -13.8% | -4.8% | -9.0% | -12.2% |
| 3Y | +36.6% | +11.5% | +25.1% | +31.0% |
| 5Y | -6.7% | -17.0% | +10.3% | -3.0% |
| All | +14.7% | +17.1% | -2.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling