+38.8%
FXI vs VLTO
+69.5%
-30.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -4.2% | +0.8% | -5.0% | -4.3% |
| 30D | -2.0% | +18.7% | -20.7% | -5.6% |
| 3M | -5.0% | +21.7% | -26.7% | -9.0% |
| 6M | -9.6% | +35.8% | -45.5% | -15.8% |
| YTD | -11.9% | +18.3% | -30.2% | -15.0% |
| 1Y | -16.7% | +20.9% | -37.5% | -20.2% |
| All | +38.8% | +69.5% | -30.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling