+200.3%
FXI vs VFC
+217.8%
-17.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.0% |
| 7D | -4.2% | +1.6% | -5.8% | -4.7% |
| 30D | -1.1% | +25.5% | -26.6% | -8.2% |
| 3M | -4.0% | +41.3% | -45.2% | -14.4% |
| 6M | -11.8% | +22.2% | -34.1% | -19.0% |
| YTD | -11.9% | +16.4% | -28.3% | -18.8% |
| 1Y | -16.1% | +38.4% | -54.5% | -27.4% |
| 3Y | +38.8% | +56.2% | -17.4% | -4.3% |
| 5Y | -9.1% | -68.2% | +59.1% | +17.7% |
| 10Y | +18.4% | -48.4% | +66.8% | +1.1% |
| All | +200.3% | +217.8% | -17.5% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling