+40.5%
FXI vs ALB
-27.5%
+67.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.9% |
| 7D | -1.0% | -4.4% | +3.4% | -0.2% |
| 30D | -3.2% | -1.2% | -2.1% | -3.2% |
| 3M | +1.7% | -13.3% | +15.0% | +3.8% |
| 6M | -1.6% | -19.8% | +18.2% | +1.0% |
| YTD | -7.9% | -7.9% | 0.0% | -8.6% |
| 1Y | -9.6% | +60.2% | -69.8% | -20.7% |
| 3Y | +40.5% | -26.4% | +66.9% | +35.0% |
| All | +40.5% | -27.5% | +67.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling