-6.6%
FXI vs VRSN
+30.8%
-37.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | -2.8% | -1.0% | -1.7% | -2.6% |
| 30D | -5.3% | -1.9% | -3.4% | -5.0% |
| 3M | +0.3% | +1.4% | -1.0% | -0.2% |
| 6M | -4.6% | +19.0% | -23.6% | -9.1% |
| YTD | -9.1% | +19.2% | -28.3% | -13.6% |
| 1Y | -12.0% | +1.7% | -13.6% | -12.7% |
| 3Y | +38.6% | +41.4% | -2.8% | +23.4% |
| 5Y | -6.6% | +31.7% | -38.2% | -17.4% |
| All | -6.6% | +30.8% | -37.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 5y: compounded portfolio wealth divided by compounded VRSN 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…
5y analysis · Full analysis span regression · 6 months rolling