-12.0%
FXI vs A
+13.9%
-25.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -2.8% | -4.4% | +1.6% | -2.4% |
| 30D | -5.3% | -2.7% | -2.6% | -5.1% |
| 3M | +0.3% | +7.0% | -6.7% | -0.2% |
| 6M | -4.6% | +24.6% | -29.2% | -7.0% |
| YTD | -9.1% | +7.0% | -16.1% | -8.7% |
| 1Y | -12.0% | +15.6% | -27.5% | -12.7% |
| All | -12.0% | +13.9% | -25.9% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling