-15.6%
FXI vs ALK
-2.7%
-12.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -1.9% | +2.6% | -4.5% | -2.2% |
| 30D | -0.6% | +7.8% | -8.4% | -1.5% |
| 3M | -4.9% | -15.2% | +10.3% | -3.8% |
| 6M | -8.8% | +5.0% | -13.8% | -10.7% |
| YTD | -10.7% | -18.4% | +7.7% | -10.6% |
| All | -15.6% | -2.7% | -12.9% | -17.7% |
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