+204.2%
FXI vs VSH
+258.6%
-54.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.2% | -4.3% |
| 7D | -1.9% | +12.8% | -14.7% | -6.9% |
| 30D | -0.6% | -9.0% | +8.4% | +0.2% |
| 3M | -4.9% | -12.2% | +7.3% | -4.3% |
| 6M | -8.8% | -15.9% | +7.1% | -12.8% |
| YTD | -10.7% | +103.2% | -114.0% | -39.9% |
| 1Y | -15.2% | +108.4% | -123.7% | -43.7% |
| 3Y | +42.5% | +41.6% | +0.9% | +1.2% |
| 5Y | -7.8% | +54.6% | -62.4% | -38.8% |
| 10Y | +20.0% | +138.2% | -118.2% | -41.1% |
| All | +204.2% | +258.6% | -54.4% | -13.0% |
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