-13.8%
FXI vs VTR
+33.3%
-47.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -3.9% | -0.3% | -3.6% | -3.9% |
| 30D | -2.1% | +1.1% | -3.2% | -2.1% |
| 3M | -0.5% | +7.9% | -8.4% | -1.1% |
| 6M | -4.5% | +6.2% | -10.7% | -4.5% |
| YTD | -9.2% | +17.7% | -27.0% | -8.1% |
| 1Y | -13.8% | +32.9% | -46.7% | -10.3% |
| All | -13.8% | +33.3% | -47.0% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling