+1,255.0%
VUG vs FXI
+204.0%
+1,051.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -1.1% | -1.9% | +0.9% | -0.4% |
| 30D | -7.0% | -0.6% | -6.4% | -6.9% |
| 3M | -3.7% | -4.9% | +1.2% | -2.0% |
| 6M | -1.6% | -8.8% | +7.2% | +1.6% |
| YTD | +5.1% | -10.7% | +15.9% | +9.4% |
| 1Y | +3.8% | -15.2% | +19.0% | +10.2% |
| 3Y | +79.9% | +42.5% | +37.4% | +49.9% |
| 5Y | +66.4% | -7.8% | +74.2% | +60.1% |
| 10Y | +405.3% | +20.0% | +385.3% | +330.2% |
| All | +1,255.0% | +204.0% | +1,051.1% | +627.9% |
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