+208.1%
FXI vs VTV
+670.1%
-462.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | -2.8% | -2.1% | -0.7% | -0.5% |
| 30D | -3.7% | -1.3% | -2.3% | -2.2% |
| 3M | -0.4% | +5.6% | -6.0% | -6.7% |
| 6M | -5.4% | +12.4% | -17.8% | -17.4% |
| YTD | -9.6% | +17.6% | -27.3% | -25.1% |
| 1Y | -11.9% | +23.5% | -35.4% | -31.0% |
| 3Y | +37.8% | +67.0% | -29.2% | -24.6% |
| 5Y | -7.0% | +80.5% | -87.6% | -54.4% |
| 10Y | +14.3% | +230.6% | -216.3% | -76.1% |
| All | +208.1% | +670.1% | -462.0% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling