+87.9%
VUG vs FXI
+40.3%
+47.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | +0.9% | -1.0% | +1.8% | +1.1% |
| 30D | -1.4% | -3.2% | +1.8% | -0.7% |
| 3M | +2.3% | +1.7% | +0.6% | +1.8% |
| 6M | +15.7% | -1.6% | +17.2% | +16.0% |
| YTD | +8.6% | -7.9% | +16.5% | +10.6% |
| 1Y | +14.1% | -9.6% | +23.7% | +16.6% |
| 3Y | +87.9% | +40.5% | +47.4% | +75.1% |
| All | +87.9% | +40.3% | +47.6% | +75.1% |
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 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