+16.5%
FXI vs ALB
+85.3%
-68.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.0% |
| 7D | -1.0% | -4.4% | +3.4% | -0.1% |
| 30D | -3.2% | -1.2% | -2.1% | -3.2% |
| 3M | +1.7% | -13.3% | +15.0% | +4.1% |
| 6M | -1.6% | -19.8% | +18.2% | +1.5% |
| YTD | -7.9% | -7.9% | 0.0% | -8.6% |
| 1Y | -9.6% | +60.2% | -69.8% | -21.9% |
| 3Y | +40.5% | -26.4% | +66.9% | +36.4% |
| 5Y | -6.2% | -42.5% | +36.3% | -8.0% |
| All | +16.5% | +85.3% | -68.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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