+103.8%
VGT vs FXI
+39.4%
+64.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.5% | -4.2% | +6.7% | +3.7% |
| 30D | -9.5% | -1.1% | -8.4% | -9.3% |
| 3M | -9.5% | -4.0% | -5.5% | -8.6% |
| 6M | -1.8% | -11.8% | +10.1% | +1.7% |
| YTD | +18.4% | -11.9% | +30.3% | +22.6% |
| 1Y | +18.7% | -16.1% | +34.9% | +24.5% |
| 3Y | +103.8% | +38.8% | +65.0% | +88.4% |
| All | +103.8% | +39.4% | +64.4% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling