+1,242.8%
VUG vs FXI
+210.6%
+1,032.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +0.5% | +4.4% | -3.9% | -1.2% |
| 30D | -8.2% | +1.2% | -9.4% | -8.7% |
| 3M | -5.4% | -4.2% | -1.3% | -4.0% |
| 6M | -2.5% | -6.2% | +3.7% | -0.4% |
| YTD | +4.2% | -8.8% | +13.0% | +7.5% |
| 1Y | +5.0% | -11.6% | +16.6% | +9.7% |
| 3Y | +81.7% | +45.1% | +36.6% | +50.3% |
| 5Y | +62.5% | -1.2% | +63.7% | +51.9% |
| 10Y | +396.3% | +20.1% | +376.3% | +322.5% |
| All | +1,242.8% | +210.6% | +1,032.2% | +615.3% |
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