+124.4%
VGT vs FXI
+36.5%
+87.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +1.5% | -2.8% | +4.3% | +2.3% |
| 30D | +0.5% | -5.3% | +5.8% | +2.2% |
| 3M | +5.3% | +0.3% | +4.9% | +5.0% |
| 6M | +32.4% | -4.6% | +37.0% | +34.2% |
| YTD | +28.6% | -9.1% | +37.7% | +32.1% |
| 1Y | +37.6% | -12.0% | +49.6% | +42.6% |
| All | +124.4% | +36.5% | +87.9% | +107.6% |
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 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