+213.4%
FXI vs ALK
+603.2%
-389.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +5.7% | +9.0% | -3.4% | +3.2% |
| 30D | +4.6% | -1.6% | +6.2% | +4.7% |
| 3M | -2.8% | -23.2% | +20.4% | +3.2% |
| 6M | -6.1% | -3.9% | -2.2% | -7.1% |
| YTD | -8.0% | -22.6% | +14.5% | -5.1% |
| 1Y | -11.3% | -5.3% | -6.0% | -13.5% |
| 3Y | +42.6% | +18.6% | +24.1% | +24.0% |
| 5Y | -0.1% | -34.4% | +34.3% | -0.4% |
| 10Y | +22.7% | -40.8% | +63.5% | +10.8% |
| All | +213.4% | +603.2% | -389.8% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling