-16.7%
FXI vs ALB
-9.0%
-7.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -4.2% | -3.6% | -0.6% | -3.8% |
| 30D | -2.0% | -2.9% | +0.8% | -1.8% |
| 3M | -5.0% | -25.8% | +20.9% | -2.3% |
| 6M | -9.6% | -53.6% | +43.9% | -2.1% |
| YTD | -11.9% | -32.4% | +20.5% | -9.2% |
| 1Y | -16.7% | -13.0% | -3.6% | -15.5% |
| All | -16.7% | -9.0% | -7.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling