+210.8%
FXI vs VO
+785.9%
-575.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -3.7% |
| 7D | +4.4% | -0.1% | +4.5% | +4.3% |
| 30D | +1.2% | +0.5% | +0.7% | +0.4% |
| 3M | -4.2% | -1.0% | -3.2% | -3.5% |
| 6M | -6.2% | +6.4% | -12.7% | -12.8% |
| YTD | -8.8% | +13.6% | -22.4% | -20.9% |
| 1Y | -11.6% | +14.5% | -26.1% | -24.1% |
| 3Y | +45.1% | +67.2% | -22.1% | -18.4% |
| 5Y | -1.2% | +36.1% | -37.3% | -32.0% |
| 10Y | +20.1% | +199.3% | -179.3% | -69.5% |
| All | +210.8% | +785.9% | -575.1% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling