+209.3%
FXI vs VNQ
+370.0%
-160.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -3.9% | -1.3% | -2.6% | -3.1% |
| 30D | -2.1% | -2.6% | +0.5% | -0.6% |
| 3M | -0.5% | -2.0% | +1.6% | +0.5% |
| 6M | -4.5% | +4.3% | -8.9% | -7.3% |
| YTD | -9.2% | +9.2% | -18.5% | -14.5% |
| 1Y | -13.8% | +5.6% | -19.4% | -17.1% |
| 3Y | +36.6% | +30.8% | +5.7% | +13.3% |
| 5Y | -6.7% | +8.0% | -14.6% | -14.0% |
| 10Y | +14.8% | +63.7% | -48.9% | -23.7% |
| All | +209.3% | +370.0% | -160.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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