+200.3%
FXI vs VMC
+628.2%
-428.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -4.2% | -1.3% | -2.9% | -3.8% |
| 30D | -1.1% | +15.5% | -16.6% | -6.8% |
| 3M | -4.0% | +0.6% | -4.5% | -4.5% |
| 6M | -11.8% | +2.1% | -13.9% | -13.6% |
| YTD | -11.9% | -1.6% | -10.3% | -13.1% |
| 1Y | -16.1% | -1.2% | -14.9% | -17.4% |
| 3Y | +38.8% | +35.3% | +3.5% | +17.4% |
| 5Y | -9.1% | +43.6% | -52.7% | -26.6% |
| 10Y | +18.4% | +126.7% | -108.3% | -29.5% |
| All | +200.3% | +628.2% | -428.0% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling