+165.8%
VXUS vs FXI
+17.1%
+148.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +0.5% | +3.7% | -3.2% | -1.3% |
| 30D | -2.5% | +0.5% | -3.0% | -2.9% |
| 3M | -4.6% | -5.7% | +1.1% | -2.1% |
| 6M | -2.6% | -6.9% | +4.3% | +0.3% |
| YTD | +10.4% | -9.5% | +19.8% | +15.2% |
| 1Y | +12.9% | -14.0% | +26.9% | +20.7% |
| 3Y | +68.4% | +44.5% | +23.9% | +34.6% |
| 5Y | +47.7% | -2.8% | +50.5% | +39.0% |
| 10Y | +142.2% | +20.3% | +121.9% | +93.4% |
| All | +165.8% | +17.1% | +148.8% | +103.2% |
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