+95.7%
FXI vs VIG
+655.8%
-560.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +3.5% | -7.7% | -8.3% |
| 30D | -1.1% | +4.9% | -6.1% | -7.2% |
| 3M | -4.0% | +2.5% | -6.5% | -7.3% |
| 6M | -11.8% | +11.0% | -22.9% | -23.2% |
| YTD | -11.9% | +16.0% | -27.9% | -27.4% |
| 1Y | -16.1% | +17.5% | -33.7% | -32.1% |
| 3Y | +38.8% | +67.0% | -28.2% | -29.2% |
| 5Y | -9.1% | +64.8% | -73.9% | -53.9% |
| 10Y | +18.4% | +263.6% | -245.2% | -83.0% |
| All | +95.7% | +655.8% | -560.1% | -90.3% |
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