+14.7%
FXI vs A
+256.4%
-241.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | -3.9% | -2.6% | -1.3% | -3.0% |
| 30D | -2.1% | -0.9% | -1.2% | -1.9% |
| 3M | -0.5% | +13.6% | -14.1% | -5.3% |
| 6M | -4.5% | +27.8% | -32.4% | -14.1% |
| YTD | -9.2% | +8.6% | -17.9% | -13.2% |
| 1Y | -13.8% | +16.9% | -30.6% | -20.3% |
| 3Y | +36.6% | +32.9% | +3.7% | +16.0% |
| 5Y | -6.7% | -14.1% | +7.4% | -6.4% |
| All | +14.7% | +256.4% | -241.7% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling