-11.9%
FXI vs VSH
+108.3%
-120.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.8% | +2.8% | -5.6% | -3.0% |
| 30D | -3.7% | -6.0% | +2.3% | -3.2% |
| 3M | -0.4% | -42.6% | +42.2% | +5.2% |
| 6M | -5.4% | +82.1% | -87.5% | -21.3% |
| YTD | -9.6% | +117.5% | -127.2% | -27.9% |
| 1Y | -11.9% | +109.0% | -120.9% | -28.9% |
| All | -11.9% | +108.3% | -120.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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