+800.0%
VGT vs FXI
+17.1%
+782.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.2% | -3.9% | +3.7% | +1.6% |
| 30D | -0.4% | -2.1% | +1.7% | +0.4% |
| 3M | +4.4% | -0.5% | +4.9% | +4.4% |
| 6M | +32.1% | -4.5% | +36.6% | +34.5% |
| YTD | +28.8% | -9.2% | +38.0% | +34.1% |
| 1Y | +35.3% | -13.8% | +49.1% | +44.0% |
| 3Y | +124.8% | +36.6% | +88.2% | +86.8% |
| 5Y | +137.9% | -6.7% | +144.6% | +137.3% |
| All | +800.0% | +17.1% | +782.9% | +683.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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