+38.8%
FXI vs VEU
+70.2%
-31.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -4.2% | +2.1% | -6.3% | -6.3% |
| 30D | -1.1% | -0.9% | -0.2% | -0.5% |
| 3M | -4.0% | -5.4% | +1.4% | +1.2% |
| 6M | -11.8% | -1.8% | -10.1% | -11.4% |
| YTD | -11.9% | +10.9% | -22.8% | -24.5% |
| 1Y | -16.1% | +13.6% | -29.7% | -30.4% |
| 3Y | +38.8% | +69.3% | -30.5% | -33.1% |
| All | +38.8% | +70.2% | -31.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling