+15.0%
FXI vs ADM
+171.4%
-156.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -5.3% | +8.2% | -13.5% | -7.3% |
| 3M | +0.3% | +8.7% | -8.4% | -2.1% |
| 6M | -4.6% | +29.1% | -33.7% | -11.3% |
| YTD | -9.1% | +53.7% | -62.7% | -19.4% |
| 1Y | -12.0% | +43.2% | -55.2% | -20.7% |
| 3Y | +38.6% | +21.4% | +17.2% | +28.0% |
| 5Y | -6.6% | +67.1% | -73.7% | -25.2% |
| 10Y | +15.0% | +176.6% | -161.6% | -28.7% |
| All | +15.0% | +171.4% | -156.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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