+15.0%
FXI vs VFC
-69.4%
+84.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -2.8% | -2.3% | -0.4% | -2.3% |
| 30D | -5.3% | -13.4% | +8.0% | -2.8% |
| 3M | +0.3% | -23.7% | +24.0% | +4.8% |
| 6M | -4.6% | -24.5% | +19.9% | -0.6% |
| YTD | -9.1% | -27.8% | +18.7% | -4.8% |
| 1Y | -12.0% | -13.5% | +1.5% | -11.8% |
| 3Y | +38.6% | -27.1% | +65.8% | +31.0% |
| 5Y | -6.6% | -79.0% | +72.4% | +20.9% |
| 10Y | +15.0% | -68.7% | +83.8% | +32.6% |
| All | +15.0% | -69.4% | +84.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling