+361.8%
VRT vs FXI
+41.7%
+320.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | -21.4% | +5.7% | -27.0% | -23.2% |
| 30D | -25.8% | +4.6% | -30.4% | -27.3% |
| 3M | -33.5% | -2.8% | -30.7% | -33.1% |
| 6M | -49.0% | -6.1% | -43.0% | -48.0% |
| YTD | +12.9% | -8.0% | +21.0% | +16.5% |
| 1Y | 0.0% | -11.3% | +11.3% | +4.5% |
| 3Y | +361.8% | +42.6% | +319.2% | +348.0% |
| All | +361.8% | +41.7% | +320.1% | +348.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling