+2,409.4%
VGT vs FXI
+200.0%
+2,209.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.5% | -4.2% | +6.7% | +4.3% |
| 30D | -9.5% | -1.1% | -8.4% | -9.2% |
| 3M | -9.5% | -4.0% | -5.5% | -8.2% |
| 6M | -1.8% | -11.8% | +10.1% | +3.1% |
| YTD | +18.4% | -11.9% | +30.3% | +24.3% |
| 1Y | +18.7% | -16.1% | +34.9% | +27.2% |
| 3Y | +103.8% | +38.8% | +65.0% | +70.6% |
| 5Y | +104.4% | -9.1% | +113.4% | +98.0% |
| 10Y | +716.9% | +18.4% | +698.5% | +602.7% |
| All | +2,409.4% | +200.0% | +2,209.3% | +1,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling