+285.3%
VZ vs FXI
+213.2%
+72.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.1% | +5.7% | -3.5% | +0.8% |
| 30D | +1.4% | +4.6% | -3.2% | +0.2% |
| 3M | -1.3% | -2.8% | +1.5% | -0.7% |
| 6M | -0.5% | -6.1% | +5.5% | +0.7% |
| YTD | +19.6% | -8.0% | +27.7% | +21.3% |
| 1Y | +22.4% | -11.3% | +33.7% | +25.2% |
| 3Y | +55.9% | +42.6% | +13.2% | +37.7% |
| 5Y | +20.4% | -0.1% | +20.5% | +13.1% |
| 10Y | +66.9% | +22.7% | +44.2% | +41.2% |
| All | +285.3% | +213.2% | +72.1% | +119.2% |
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