-2.4%
FXI vs ADVB
-97.5%
+95.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | +5.7% | -13.9% | +19.6% | +5.8% |
| 30D | +4.6% | -68.1% | +72.7% | +5.7% |
| 3M | -2.8% | -73.4% | +70.6% | -1.7% |
| 6M | -6.1% | -70.8% | +64.7% | -6.6% |
| YTD | -8.0% | -66.1% | +58.1% | -9.3% |
| 1Y | -11.3% | -77.5% | +66.2% | -11.6% |
| All | -2.4% | -97.5% | +95.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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