-15.6%
FXI vs VO
+14.5%
-30.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | -0.6% | +2.0% | -2.7% | -1.9% |
| 3M | -4.9% | -0.3% | -4.6% | -4.7% |
| 6M | -8.8% | +7.3% | -16.1% | -13.3% |
| YTD | -10.7% | +15.0% | -25.7% | -19.6% |
| All | -15.6% | +14.5% | -30.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling