-11.3%
FXI vs VSXY
+37.5%
-48.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | -18.7% | +16.6% | -0.5% |
| 3M | -0.5% | -4.0% | +3.5% | -0.4% |
| 6M | -4.5% | +67.5% | -72.0% | -10.1% |
| YTD | -9.2% | +39.7% | -48.9% | -13.6% |
| 1Y | -13.8% | +180.0% | -193.8% | -23.6% |
| 3Y | +36.6% | +337.3% | -300.7% | +9.7% |
| 5Y | -6.7% | +22.7% | -29.3% | -15.6% |
| All | -11.3% | +37.5% | -48.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling