+2,629.0%
VGT vs FXI
+213.7%
+2,415.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.8% |
| 7D | +1.8% | -1.0% | +2.8% | +2.2% |
| 30D | -0.3% | -3.2% | +2.9% | +1.0% |
| 3M | +3.4% | +1.7% | +1.7% | +2.4% |
| 6M | +35.0% | -1.6% | +36.5% | +35.6% |
| YTD | +28.8% | -7.9% | +36.7% | +32.9% |
| 1Y | +38.0% | -9.6% | +47.6% | +43.5% |
| 3Y | +125.8% | +40.5% | +85.3% | +88.3% |
| 5Y | +134.7% | -6.2% | +141.0% | +124.4% |
| 10Y | +792.6% | +14.2% | +778.4% | +680.2% |
| All | +2,629.0% | +213.7% | +2,415.3% | +1,293.7% |
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