+2,010.2%
VRT vs FXI
-3.3%
+2,013.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.1% |
| 7D | +18.6% | -4.2% | +22.8% | +20.7% |
| 30D | -11.7% | -2.0% | -9.6% | -11.3% |
| 3M | -27.3% | -5.0% | -22.3% | -26.1% |
| 6M | -42.9% | -9.6% | -33.2% | -40.8% |
| YTD | +29.5% | -11.9% | +41.4% | +36.4% |
| 1Y | +21.0% | -16.7% | +37.7% | +30.7% |
| 3Y | +403.1% | +40.6% | +362.5% | +319.6% |
| 5Y | +688.8% | -9.1% | +697.9% | +697.5% |
| All | +2,010.2% | -3.3% | +2,013.5% | +1,861.8% |
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 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