+69.5%
FXI vs VEU
+192.1%
-122.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +0.9% |
| 7D | +1.0% | +1.1% | -0.1% | -0.3% |
| 30D | -0.6% | +2.2% | -2.7% | -3.2% |
| 3M | +1.9% | +3.0% | -1.1% | -2.5% |
| 6M | -0.2% | +10.9% | -11.0% | -13.1% |
| YTD | -5.6% | +18.2% | -23.8% | -24.1% |
| 1Y | -4.7% | +28.3% | -32.9% | -30.6% |
| 3Y | +38.0% | +74.6% | -36.6% | -30.0% |
| 5Y | -2.7% | +56.4% | -59.0% | -42.6% |
| 10Y | +19.9% | +153.0% | -133.1% | -60.9% |
| All | +69.5% | +192.1% | -122.6% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling