+109.7%
FXI vs VIG
+623.5%
-513.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +1.0% | -0.4% | +1.5% | +1.6% |
| 30D | -0.6% | -1.0% | +0.4% | +0.6% |
| 3M | +1.9% | +2.8% | -0.9% | -1.8% |
| 6M | -0.2% | +8.2% | -8.4% | -9.9% |
| YTD | -5.6% | +11.0% | -16.6% | -17.5% |
| 1Y | -4.7% | +16.1% | -20.8% | -21.3% |
| 3Y | +38.0% | +56.2% | -18.1% | -23.1% |
| 5Y | -2.7% | +63.0% | -65.7% | -50.0% |
| 10Y | +19.9% | +241.4% | -221.5% | -81.2% |
| All | +109.7% | +623.5% | -513.8% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling