+22.3%
VZ vs FXI
-6.5%
+28.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.7% |
| 7D | +0.9% | -1.9% | +2.9% | +1.0% |
| 30D | +8.9% | -0.6% | +9.6% | +9.0% |
| 3M | +0.1% | -4.9% | +5.0% | +0.3% |
| 6M | +1.9% | -8.8% | +10.7% | +2.3% |
| YTD | +22.0% | -10.7% | +32.8% | +22.6% |
| 1Y | +22.1% | -15.2% | +37.4% | +23.1% |
| 3Y | +58.7% | +42.5% | +16.2% | +53.5% |
| 5Y | +22.3% | -7.8% | +30.1% | +18.2% |
| All | +22.3% | -6.5% | +28.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling