-6.5%
FXI vs A
+15.0%
-21.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | +3.7% | +1.4% | +2.3% | +3.2% |
| 30D | +0.5% | +4.3% | -3.8% | -0.8% |
| 3M | -5.7% | +19.8% | -25.5% | -10.7% |
| 6M | -6.9% | +54.4% | -61.3% | -18.8% |
| YTD | -9.5% | +31.7% | -41.2% | -17.2% |
| 1Y | -14.0% | +22.4% | -36.5% | -19.5% |
| 3Y | +44.5% | +67.7% | -23.2% | +17.7% |
| All | -6.5% | +15.0% | -21.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling