+914.3%
VTI vs FXI
+200.0%
+714.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.5% | -4.2% | +6.7% | +4.2% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | -3.2% | -4.0% | +0.8% | -1.8% |
| 6M | +2.3% | -11.8% | +14.1% | +7.0% |
| YTD | +11.6% | -11.9% | +23.5% | +16.6% |
| 1Y | +13.8% | -16.1% | +29.9% | +21.1% |
| 3Y | +77.4% | +38.8% | +38.6% | +49.2% |
| 5Y | +64.6% | -9.1% | +73.6% | +58.0% |
| 10Y | +290.6% | +18.4% | +272.2% | +227.9% |
| All | +914.3% | +200.0% | +714.2% | +422.3% |
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