+213.4%
FXI vs ALB
+690.8%
-477.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +5.7% | +9.1% | -3.4% | +2.4% |
| 30D | +4.6% | -3.4% | +8.0% | +5.7% |
| 3M | -2.8% | -20.6% | +17.8% | +4.6% |
| 6M | -6.1% | -48.2% | +42.1% | +16.6% |
| YTD | -8.0% | -29.2% | +21.2% | -1.4% |
| 1Y | -11.3% | +10.0% | -21.3% | -20.2% |
| 3Y | +42.6% | -12.9% | +55.5% | +22.7% |
| 5Y | -0.1% | -61.3% | +61.2% | +9.3% |
| 10Y | +22.7% | +35.8% | -13.1% | -41.8% |
| All | +213.4% | +690.8% | -477.3% | -52.7% |
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