+208.1%
FXI vs VTRS
+21.4%
+186.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.8% | -3.3% | +0.5% | -1.7% |
| 30D | -3.7% | +1.4% | -5.0% | -4.2% |
| 3M | -0.4% | +4.6% | -5.1% | -2.3% |
| 6M | -5.4% | +18.1% | -23.5% | -11.2% |
| YTD | -9.6% | +34.7% | -44.3% | -19.2% |
| 1Y | -11.9% | +65.6% | -77.6% | -26.8% |
| 3Y | +37.8% | +83.8% | -45.9% | +7.3% |
| 5Y | -7.0% | +46.5% | -53.5% | -24.6% |
| 10Y | +14.3% | -48.6% | +62.9% | +18.6% |
| All | +208.1% | +21.4% | +186.6% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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