+47.7%
FXI vs VLTO
+54.8%
-7.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +5.7% | +5.4% | +0.3% | +4.5% |
| 30D | +4.6% | +22.3% | -17.7% | +0.1% |
| 3M | -2.8% | +19.6% | -22.4% | -6.5% |
| 6M | -6.1% | +35.2% | -41.2% | -12.4% |
| YTD | -8.0% | +17.9% | -25.9% | -11.3% |
| 1Y | -11.3% | +19.5% | -30.8% | -14.9% |
| 3Y | +42.6% | +73.9% | -31.3% | +26.6% |
| All | +47.7% | +54.8% | -7.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling