+22.1%
VZ vs FXI
-15.4%
+37.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.4% |
| 7D | +0.9% | -1.9% | +2.9% | +0.7% |
| 30D | +8.9% | -0.6% | +9.6% | +8.7% |
| 3M | +0.1% | -4.9% | +5.0% | -0.4% |
| 6M | +1.9% | -8.8% | +10.7% | +0.4% |
| YTD | +22.0% | -10.7% | +32.8% | +16.2% |
| 1Y | +22.1% | -15.2% | +37.4% | +18.2% |
| All | +22.1% | -15.4% | +37.5% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling