-11.9%
FXI vs VO
+12.4%
-24.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -2.8% | -2.5% | -0.3% | -1.1% |
| 30D | -3.7% | -3.2% | -0.4% | -1.5% |
| 3M | -0.4% | +3.9% | -4.3% | -3.7% |
| 6M | -5.4% | +9.6% | -15.1% | -12.5% |
| YTD | -9.6% | +11.6% | -21.2% | -17.8% |
| 1Y | -11.9% | +12.6% | -24.5% | -19.6% |
| All | -11.9% | +12.4% | -24.3% | -19.6% |
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