-9.9%
FXI vs VSXY
+42.7%
-52.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.3% | -2.8% |
| 7D | -1.0% | -6.8% | +5.8% | -0.4% |
| 30D | -3.2% | -20.4% | +17.1% | -1.4% |
| 3M | +1.7% | +2.9% | -1.2% | +1.1% |
| 6M | -1.6% | +67.9% | -69.5% | -7.3% |
| YTD | -7.9% | +44.9% | -52.8% | -12.6% |
| 1Y | -9.6% | +205.9% | -215.5% | -20.6% |
| 3Y | +40.5% | +373.9% | -333.4% | +11.8% |
| 5Y | -6.2% | +23.5% | -29.7% | -15.5% |
| All | -9.9% | +42.7% | -52.6% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling