+221.8%
FXI vs VRSN
+1,575.6%
-1,353.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | -0.6% | -0.2% | -0.4% | -0.7% |
| 3M | +1.9% | -0.3% | +2.2% | +1.3% |
| 6M | -0.2% | +23.0% | -23.1% | -10.4% |
| YTD | -5.6% | +21.3% | -26.9% | -15.4% |
| 1Y | -4.7% | +6.7% | -11.4% | -9.7% |
| 3Y | +38.0% | +45.0% | -6.9% | +11.1% |
| 5Y | -2.7% | +35.0% | -37.7% | -21.7% |
| 10Y | +19.9% | +276.3% | -256.4% | -45.6% |
| All | +221.8% | +1,575.6% | -1,353.9% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling