-14.0%
FXI vs ALK
-5.3%
-8.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +3.7% | +12.9% | -9.3% | +2.4% |
| 30D | +0.5% | +5.5% | -5.0% | -0.2% |
| 3M | -5.7% | -12.1% | +6.4% | -4.9% |
| 6M | -6.9% | +1.7% | -8.6% | -8.4% |
| YTD | -9.5% | -17.4% | +8.0% | -9.4% |
| 1Y | -14.0% | -1.9% | -12.1% | -16.5% |
| All | -14.0% | -5.3% | -8.8% | -16.5% |
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