+221.8%
FXI vs ALB
+902.8%
-681.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +3.1% |
| 7D | +1.0% | -8.1% | +9.1% | +4.0% |
| 30D | -0.6% | +6.3% | -6.8% | -3.2% |
| 3M | +1.9% | -23.6% | +25.5% | +10.9% |
| 6M | -0.2% | -24.6% | +24.4% | +7.2% |
| YTD | -5.6% | -10.3% | +4.7% | -6.5% |
| 1Y | -4.7% | +61.5% | -66.1% | -26.4% |
| 3Y | +38.0% | -34.0% | +72.0% | +34.9% |
| 5Y | -2.7% | -44.6% | +41.9% | -7.5% |
| 10Y | +19.9% | +76.1% | -56.2% | -48.3% |
| All | +221.8% | +902.8% | -681.0% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling