+192.9%
FXI vs VWO
+317.6%
-124.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +1.1% |
| 7D | -2.8% | -1.7% | -1.1% | -0.9% |
| 30D | -3.7% | -0.3% | -3.4% | -3.4% |
| 3M | -0.4% | +4.0% | -4.4% | -5.1% |
| 6M | -5.4% | +8.1% | -13.5% | -14.1% |
| YTD | -9.6% | +11.6% | -21.2% | -20.8% |
| 1Y | -11.9% | +16.2% | -28.2% | -26.1% |
| 3Y | +37.8% | +63.3% | -25.4% | -17.8% |
| 5Y | -7.0% | +33.4% | -40.4% | -28.0% |
| 10Y | +14.3% | +113.3% | -99.0% | -45.9% |
| All | +192.9% | +317.6% | -124.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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