+152.0%
VXUS vs FXI
+14.4%
+137.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | +1.6% | -1.0% | +2.5% | +2.0% |
| 30D | +1.0% | -3.2% | +4.2% | +2.3% |
| 3M | +5.7% | +1.7% | +4.0% | +4.7% |
| 6M | +13.6% | -1.6% | +15.1% | +14.2% |
| YTD | +17.4% | -7.9% | +25.3% | +21.3% |
| 1Y | +25.1% | -9.6% | +34.7% | +30.0% |
| 3Y | +75.8% | +40.5% | +35.4% | +46.5% |
| 5Y | +55.4% | -6.2% | +61.6% | +54.0% |
| All | +152.0% | +14.4% | +137.6% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling