+221.8%
FXI vs VTR
+698.0%
-476.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | +1.0% | -1.7% | +2.7% | +1.7% |
| 30D | -0.6% | -2.4% | +1.9% | +0.3% |
| 3M | +1.9% | +14.8% | -12.9% | -3.9% |
| 6M | -0.2% | +5.3% | -5.5% | -2.9% |
| YTD | -5.6% | +18.1% | -23.7% | -12.2% |
| 1Y | -4.7% | +36.7% | -41.4% | -16.4% |
| 3Y | +38.0% | +130.1% | -92.1% | -2.7% |
| 5Y | -2.7% | +89.5% | -92.2% | -27.9% |
| 10Y | +19.9% | +87.4% | -67.5% | -25.3% |
| All | +221.8% | +698.0% | -476.2% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling