+221.8%
FXI vs VMC
+585.2%
-363.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +1.0% | -4.3% | +5.4% | +2.8% |
| 30D | -0.6% | -8.2% | +7.7% | +2.7% |
| 3M | +1.9% | -7.0% | +9.0% | +4.1% |
| 6M | -0.2% | -10.8% | +10.6% | +3.2% |
| YTD | -5.6% | -7.4% | +1.8% | -4.3% |
| 1Y | -4.7% | -9.5% | +4.8% | -2.8% |
| 3Y | +38.0% | +20.5% | +17.6% | +22.4% |
| 5Y | -2.7% | +51.6% | -54.2% | -23.4% |
| 10Y | +19.9% | +150.0% | -130.1% | -32.7% |
| All | +221.8% | +585.2% | -363.4% | +4.4% |
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