+14.7%
FXI vs VTR
+99.2%
-84.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -2.1% | +1.1% | -3.2% | -2.3% |
| 3M | -0.5% | +7.9% | -8.4% | -2.0% |
| 6M | -4.5% | +6.2% | -10.7% | -5.8% |
| YTD | -9.2% | +17.7% | -27.0% | -12.1% |
| 1Y | -13.8% | +32.9% | -46.7% | -18.4% |
| 3Y | +36.6% | +129.7% | -93.1% | +16.6% |
| 5Y | -6.7% | +89.3% | -96.0% | -18.6% |
| All | +14.7% | +99.2% | -84.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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