-13.4%
FXI vs ALK
-4.9%
-8.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.5% |
| 7D | +4.4% | +8.9% | -4.5% | +3.4% |
| 30D | +1.2% | +5.9% | -4.7% | +0.5% |
| 3M | -4.2% | -16.5% | +12.4% | -2.9% |
| 6M | -6.2% | +2.1% | -8.3% | -7.8% |
| YTD | -8.8% | -17.1% | +8.3% | -8.7% |
| All | -13.4% | -4.9% | -8.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling