+14.7%
FXI vs VIVK
-100.0%
+114.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -3.9% | -4.4% | +0.5% | -3.9% |
| 30D | -2.1% | -40.8% | +38.7% | -2.0% |
| 3M | -0.5% | -94.1% | +93.7% | 0.0% |
| 6M | -4.5% | -98.2% | +93.7% | -4.0% |
| YTD | -9.2% | -98.0% | +88.8% | -8.9% |
| 1Y | -13.8% | -100.0% | +86.2% | -12.8% |
| 3Y | +36.6% | -100.0% | +136.6% | +37.9% |
| 5Y | -6.7% | -100.0% | +93.3% | -6.0% |
| All | +14.7% | -100.0% | +114.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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