+41.5%
FXI vs VLTO
+56.4%
-14.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -4.2% | +1.0% | -5.2% | -4.4% |
| 30D | -1.1% | +17.5% | -18.6% | -4.5% |
| 3M | -4.0% | +21.4% | -25.4% | -7.9% |
| 6M | -11.8% | +38.1% | -50.0% | -18.1% |
| YTD | -11.9% | +19.0% | -30.9% | -15.2% |
| 1Y | -16.1% | +20.7% | -36.8% | -19.6% |
| 3Y | +38.8% | +64.3% | -25.5% | +24.7% |
| All | +41.5% | +56.4% | -14.9% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling