+36.6%
FXI vs VSXY
+352.7%
-316.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | -18.7% | +16.6% | -1.0% |
| 3M | -0.5% | -4.0% | +3.5% | -0.4% |
| 6M | -4.5% | +67.5% | -72.0% | -8.4% |
| YTD | -9.2% | +39.7% | -48.9% | -12.2% |
| 1Y | -13.8% | +180.0% | -193.8% | -20.6% |
| 3Y | +36.6% | +337.3% | -300.7% | +23.0% |
| All | +36.6% | +352.7% | -316.1% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling