+10.4%
FXI vs VG
-44.6%
+55.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -4.2% | +14.0% | -18.2% | -4.4% |
| 30D | -1.1% | -1.0% | -0.1% | -1.1% |
| 3M | -4.0% | -2.7% | -1.3% | -4.0% |
| 6M | -11.8% | +1.5% | -13.3% | -12.1% |
| YTD | -11.9% | +93.7% | -105.6% | -16.3% |
| 1Y | -16.1% | +68.5% | -84.7% | -19.6% |
| All | +10.4% | -44.6% | +55.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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