+183.8%
VXUS vs FXI
+22.1%
+161.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | +2.2% | -0.6% | +2.8% | +2.4% |
| 3M | +3.0% | +1.9% | +1.1% | +1.8% |
| 6M | +10.7% | -0.2% | +10.8% | +10.6% |
| YTD | +17.8% | -5.6% | +23.4% | +20.8% |
| 1Y | +27.6% | -4.7% | +32.2% | +29.9% |
| 3Y | +73.3% | +38.0% | +35.3% | +42.0% |
| 5Y | +54.3% | -2.7% | +57.0% | +45.6% |
| 10Y | +149.8% | +19.9% | +129.9% | +100.9% |
| All | +183.8% | +22.1% | +161.8% | +113.0% |
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