-7.0%
FXI vs VCLT
-17.3%
+10.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.2% |
| 30D | -3.7% | -1.1% | -2.6% | -3.2% |
| 3M | -0.4% | -3.7% | +3.3% | +1.2% |
| 6M | -5.4% | -4.0% | -1.4% | -3.7% |
| YTD | -9.6% | -3.4% | -6.2% | -8.3% |
| 1Y | -11.9% | -4.1% | -7.8% | -10.3% |
| 3Y | +37.8% | +11.0% | +26.9% | +31.4% |
| 5Y | -7.0% | -17.0% | +10.0% | -13.3% |
| All | -7.0% | -17.3% | +10.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling