+20.0%
FXI vs VOO
+800.4%
-780.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -4.2% | +2.6% | -6.8% | -6.4% |
| 30D | -1.1% | -2.0% | +0.9% | +0.4% |
| 3M | -4.0% | -2.8% | -1.2% | -1.9% |
| 6M | -11.8% | +2.2% | -14.0% | -14.1% |
| YTD | -11.9% | +11.5% | -23.4% | -20.7% |
| 1Y | -16.1% | +13.5% | -29.6% | -25.7% |
| 3Y | +38.8% | +78.1% | -39.3% | -20.0% |
| 5Y | -9.1% | +73.1% | -82.2% | -46.7% |
| 10Y | +18.4% | +310.7% | -292.3% | -73.4% |
| All | +20.0% | +800.4% | -780.4% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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