+19.2%
FXI vs ALK
-45.9%
+65.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -4.2% | -1.2% | -3.0% | -4.1% |
| 30D | -1.1% | +7.7% | -8.8% | -2.7% |
| 3M | -4.0% | -19.0% | +15.0% | -0.7% |
| 6M | -11.8% | -0.2% | -11.6% | -13.1% |
| YTD | -11.9% | -23.5% | +11.6% | -9.7% |
| 1Y | -16.1% | -9.1% | -7.0% | -17.0% |
| 3Y | +38.8% | +12.0% | +26.8% | +26.4% |
| 5Y | -9.1% | -30.9% | +21.8% | -10.3% |
| All | +19.2% | -45.9% | +65.1% | +12.4% |
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