+14.7%
FXI vs VYM
+209.2%
-194.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.3% |
| 30D | -2.1% | -2.2% | +0.1% | -0.4% |
| 3M | -0.5% | +3.1% | -3.5% | -2.8% |
| 6M | -4.5% | +9.7% | -14.3% | -11.0% |
| YTD | -9.2% | +14.9% | -24.1% | -18.3% |
| 1Y | -13.8% | +17.6% | -31.3% | -23.7% |
| 3Y | +36.6% | +65.3% | -28.7% | -6.6% |
| 5Y | -6.7% | +78.7% | -85.4% | -39.9% |
| All | +14.7% | +209.2% | -194.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling