+58.2%
FXI vs VEU
+174.2%
-116.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -4.2% | +2.1% | -6.3% | -6.7% |
| 30D | -1.1% | -0.9% | -0.2% | -0.4% |
| 3M | -4.0% | -5.4% | +1.4% | +2.0% |
| 6M | -11.8% | -1.8% | -10.1% | -11.3% |
| YTD | -11.9% | +10.9% | -22.8% | -24.0% |
| 1Y | -16.1% | +13.6% | -29.7% | -29.7% |
| 3Y | +38.8% | +69.3% | -30.5% | -27.4% |
| 5Y | -9.1% | +48.1% | -57.2% | -43.1% |
| 10Y | +18.4% | +148.0% | -129.6% | -60.8% |
| All | +58.2% | +174.2% | -116.0% | -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