+75.4%
FXI vs VYM
+487.3%
-411.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -2.8% | -1.0% | -1.8% | -1.7% |
| 30D | -5.3% | -2.0% | -3.3% | -3.0% |
| 3M | +0.3% | +3.1% | -2.7% | -3.3% |
| 6M | -4.6% | +8.9% | -13.5% | -13.9% |
| YTD | -9.1% | +14.7% | -23.8% | -22.9% |
| 1Y | -12.0% | +19.4% | -31.4% | -28.8% |
| 3Y | +38.6% | +65.4% | -26.8% | -25.1% |
| 5Y | -6.6% | +77.6% | -84.1% | -54.6% |
| 10Y | +15.0% | +207.8% | -192.8% | -75.7% |
| All | +75.4% | +487.3% | -411.8% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling