+5.1%
VUG vs FXI
-17.2%
+22.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | -4.2% | +6.7% | +4.0% |
| 30D | -6.3% | -1.1% | -5.2% | -6.0% |
| 3M | -6.0% | -4.0% | -2.1% | -4.8% |
| 6M | -3.5% | -11.8% | +8.3% | +1.7% |
| YTD | +3.9% | -11.9% | +15.8% | +8.4% |
| 1Y | +5.1% | -16.1% | +21.2% | +12.1% |
| All | +5.1% | -17.2% | +22.3% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling