+31.6%
FXI vs VIVK
-100.0%
+131.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.1% | -2.5% |
| 7D | -1.0% | +13.1% | -14.0% | -1.0% |
| 30D | -3.2% | -29.7% | +26.4% | -3.2% |
| 3M | +1.7% | -93.0% | +94.6% | +1.7% |
| 6M | -1.6% | -98.0% | +96.4% | -1.5% |
| YTD | -7.9% | -97.8% | +89.9% | -7.9% |
| 1Y | -9.6% | -100.0% | +90.3% | -9.5% |
| 3Y | +40.5% | -100.0% | +140.4% | +40.6% |
| 5Y | -6.2% | -100.0% | +93.8% | -6.1% |
| 10Y | +14.2% | -100.0% | +114.1% | +14.3% |
| All | +31.6% | -100.0% | +131.6% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling