-6.5%
FXI vs VTV
+80.6%
-87.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -3.9% | -1.1% | -2.8% | -3.0% |
| 30D | -2.1% | -1.0% | -1.1% | -1.3% |
| 3M | -0.5% | +4.6% | -5.1% | -4.2% |
| 6M | -4.5% | +13.5% | -18.0% | -13.9% |
| YTD | -9.2% | +18.5% | -27.7% | -21.0% |
| 1Y | -13.8% | +22.9% | -36.7% | -27.1% |
| 3Y | +36.6% | +67.8% | -31.3% | -10.9% |
| All | -6.5% | +80.6% | -87.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling