-7.0%
FXI vs VIG
+61.5%
-68.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -2.8% | -2.2% | -0.6% | -1.0% |
| 30D | -3.7% | -3.2% | -0.5% | -1.2% |
| 3M | -0.4% | +3.0% | -3.4% | -2.9% |
| 6M | -5.4% | +8.1% | -13.5% | -11.3% |
| YTD | -9.6% | +9.1% | -18.7% | -15.8% |
| 1Y | -11.9% | +12.6% | -24.5% | -19.9% |
| 3Y | +37.8% | +55.4% | -17.5% | -3.7% |
| 5Y | -7.0% | +62.8% | -69.8% | -38.1% |
| All | -7.0% | +61.5% | -68.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling