+9.5%
FXI vs VCLT
+98.6%
-89.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | -4.0% | -2.7% | -1.3% | -3.6% |
| 6M | -11.8% | -4.3% | -7.5% | -11.3% |
| YTD | -11.9% | -4.3% | -7.6% | -11.4% |
| 1Y | -16.1% | -4.4% | -11.8% | -15.6% |
| 3Y | +38.8% | +13.8% | +25.0% | +37.2% |
| 5Y | -9.1% | -17.0% | +7.9% | -10.8% |
| 10Y | +18.4% | +20.9% | -2.5% | +27.1% |
| All | +9.5% | +98.6% | -89.1% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling