-7.0%
FXI vs VSXY
+15.5%
-22.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -3.7% | -22.1% | +18.4% | -1.6% |
| 3M | -0.4% | -1.1% | +0.7% | -0.6% |
| 6M | -5.4% | +53.8% | -59.2% | -10.6% |
| YTD | -9.6% | +35.5% | -45.1% | -13.9% |
| 1Y | -11.9% | +186.0% | -197.9% | -22.8% |
| 3Y | +37.8% | +343.2% | -305.3% | +8.0% |
| 5Y | -7.0% | +19.0% | -26.1% | -10.5% |
| All | -7.0% | +15.5% | -22.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling