-6.5%
FXI vs ADVB
-95.9%
+89.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +42.7% | -44.0% | -1.6% |
| 7D | -4.2% | +74.2% | -78.4% | -4.6% |
| 30D | -2.0% | -35.9% | +33.8% | -1.6% |
| 3M | -5.0% | -56.4% | +51.5% | -4.2% |
| 6M | -9.6% | -36.7% | +27.1% | -10.8% |
| YTD | -11.9% | -43.3% | +31.4% | -13.5% |
| 1Y | -16.7% | -63.4% | +46.7% | -17.2% |
| All | -6.5% | -95.9% | +89.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling