+929.4%
VTI vs FXI
+213.7%
+715.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -1.1% | -3.2% | +2.1% | +0.1% |
| 3M | +3.9% | +1.7% | +2.2% | +3.0% |
| 6M | +14.6% | -1.6% | +16.2% | +15.0% |
| YTD | +13.3% | -7.9% | +21.2% | +16.5% |
| 1Y | +19.2% | -9.6% | +28.8% | +23.3% |
| 3Y | +77.4% | +40.5% | +36.9% | +48.7% |
| 5Y | +74.0% | -6.2% | +80.3% | +65.0% |
| 10Y | +294.6% | +14.2% | +280.5% | +236.9% |
| All | +929.4% | +213.7% | +715.7% | +421.8% |
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 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