+73.8%
VOO vs FXI
-8.4%
+82.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +3.3% | -4.2% | +7.4% | +4.2% |
| 30D | -2.7% | -2.0% | -0.7% | -2.3% |
| 3M | -1.7% | -5.0% | +3.2% | -0.7% |
| 6M | +3.1% | -9.6% | +12.8% | +5.3% |
| YTD | +11.9% | -11.9% | +23.8% | +14.8% |
| 1Y | +12.1% | -16.7% | +28.7% | +16.3% |
| 3Y | +78.6% | +40.6% | +37.9% | +62.7% |
| 5Y | +73.8% | -9.1% | +82.9% | +83.9% |
| All | +73.8% | -8.4% | +82.2% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling