+200.3%
FXI vs A
+1,190.5%
-990.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -1.1% | 0.0% | -1.1% | -1.4% |
| 3M | -4.0% | +16.7% | -20.7% | -12.0% |
| 6M | -11.8% | +54.8% | -66.7% | -31.7% |
| YTD | -11.9% | +28.8% | -40.7% | -25.4% |
| 1Y | -16.1% | +19.3% | -35.4% | -26.1% |
| 3Y | +38.8% | +65.5% | -26.7% | -2.8% |
| 5Y | -9.1% | +12.1% | -21.1% | -23.8% |
| 10Y | +18.4% | +305.4% | -287.0% | -57.3% |
| All | +200.3% | +1,190.5% | -990.3% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling