+200.3%
FXI vs VSH
+242.0%
-41.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +0.2% |
| 7D | -4.2% | +26.2% | -30.4% | -12.0% |
| 30D | -2.0% | -12.5% | +10.5% | 0.0% |
| 3M | -5.0% | -16.9% | +11.9% | -2.6% |
| 6M | -9.6% | -17.0% | +7.3% | -13.4% |
| YTD | -11.9% | +93.8% | -105.7% | -39.7% |
| 1Y | -16.7% | +99.3% | -116.0% | -43.8% |
| 3Y | +40.6% | +35.0% | +5.6% | +1.4% |
| 5Y | -9.1% | +45.8% | -54.9% | -38.4% |
| 10Y | +18.4% | +127.1% | -108.7% | -41.0% |
| All | +200.3% | +242.0% | -41.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling