+14.7%
FXI vs VMC
+156.6%
-141.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -3.9% | -3.8% | -0.1% | -3.1% |
| 30D | -2.1% | -9.7% | +7.6% | +0.1% |
| 3M | -0.5% | -9.6% | +9.2% | +1.4% |
| 6M | -4.5% | -4.8% | +0.3% | -4.0% |
| YTD | -9.2% | -10.9% | +1.6% | -7.7% |
| 1Y | -13.8% | -15.6% | +1.8% | -11.3% |
| 3Y | +36.6% | +19.3% | +17.3% | +27.8% |
| 5Y | -6.7% | +48.0% | -54.7% | -18.0% |
| All | +14.7% | +156.6% | -141.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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