+168.3%
VXUS vs FXI
+15.4%
+152.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.6% |
| 7D | -0.5% | -1.9% | +1.4% | +0.4% |
| 30D | -1.2% | -0.6% | -0.5% | -1.0% |
| 3M | -3.8% | -4.9% | +1.0% | -1.7% |
| 6M | -1.7% | -8.8% | +7.1% | +2.3% |
| YTD | +11.4% | -10.7% | +22.2% | +17.1% |
| 1Y | +13.3% | -15.2% | +28.6% | +22.0% |
| 3Y | +70.0% | +42.5% | +27.5% | +36.7% |
| 5Y | +48.1% | -7.8% | +55.9% | +43.6% |
| 10Y | +147.1% | +20.0% | +127.1% | +97.3% |
| All | +168.3% | +15.4% | +152.9% | +106.5% |
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