+1,216.9%
VST vs FXI
+18.9%
+1,198.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | +8.9% | +1.0% | +7.9% | +8.6% |
| 30D | +6.2% | -0.6% | +6.8% | +6.4% |
| 3M | -2.7% | +1.9% | -4.6% | -3.5% |
| 6M | -8.4% | -0.2% | -8.2% | -8.5% |
| YTD | -7.2% | -5.6% | -1.6% | -5.6% |
| 1Y | -20.9% | -4.7% | -16.2% | -19.8% |
| 3Y | +384.0% | +38.0% | +346.0% | +332.8% |
| 5Y | +757.1% | -2.7% | +759.7% | +751.9% |
| All | +1,216.9% | +18.9% | +1,198.0% | +1,075.3% |
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