+14.2%
FXI vs ALK
-38.6%
+52.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -3.2% | -18.5% | +15.2% | +0.2% |
| 3M | +1.7% | -3.6% | +5.2% | +1.5% |
| 6M | -1.6% | -3.7% | +2.1% | -2.5% |
| YTD | -7.9% | -19.0% | +11.1% | -6.2% |
| 1Y | -9.6% | -36.0% | +26.4% | -4.1% |
| 3Y | +40.5% | +2.3% | +38.1% | +30.8% |
| 5Y | -6.2% | -27.8% | +21.5% | -8.2% |
| 10Y | +14.2% | -39.0% | +53.1% | +4.0% |
| All | +14.2% | -38.6% | +52.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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