+2,545.5%
VRT vs FXI
-0.2%
+2,545.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.0% |
| 7D | +2.4% | -2.8% | +5.2% | +3.7% |
| 30D | -2.7% | -5.3% | +2.6% | -0.4% |
| 3M | -9.2% | +0.3% | -9.5% | -9.7% |
| 6M | -0.5% | -4.6% | +4.1% | +1.5% |
| YTD | +62.3% | -9.1% | +71.4% | +69.7% |
| 1Y | +109.6% | -12.0% | +121.5% | +122.5% |
| 3Y | +573.1% | +38.6% | +534.4% | +469.6% |
| 5Y | +953.6% | -6.6% | +960.2% | +956.6% |
| All | +2,545.5% | -0.2% | +2,545.8% | +2,340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling