-1.2%
FXI vs ALK
-34.8%
+33.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +5.7% | +9.0% | -3.4% | +3.9% |
| 30D | +4.6% | -1.6% | +6.2% | +4.7% |
| 3M | -2.8% | -23.2% | +20.4% | +1.7% |
| 6M | -6.1% | -3.9% | -2.2% | -7.0% |
| YTD | -8.0% | -22.6% | +14.5% | -5.7% |
| 1Y | -11.3% | -5.3% | -6.0% | -13.3% |
| 3Y | +42.6% | +18.6% | +24.1% | +20.7% |
| All | -1.2% | -34.8% | +33.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling