+221.8%
FXI vs VSH
+290.1%
-68.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | 0.0% |
| 7D | +1.0% | +4.1% | -3.0% | -0.4% |
| 30D | -0.6% | -4.2% | +3.6% | +0.2% |
| 3M | +1.9% | -50.0% | +51.9% | +24.2% |
| 6M | -0.2% | +80.2% | -80.3% | -26.3% |
| YTD | -5.6% | +121.1% | -126.7% | -36.0% |
| 1Y | -4.7% | +112.0% | -116.7% | -35.1% |
| 3Y | +38.0% | +22.5% | +15.5% | +7.9% |
| 5Y | -2.7% | +64.0% | -66.7% | -34.5% |
| 10Y | +19.9% | +170.4% | -150.5% | -42.0% |
| All | +221.8% | +290.1% | -68.3% | -7.5% |
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