+20.3%
FXI vs ALL
+372.0%
-351.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.3% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +0.5% | +13.8% | -13.3% | -2.1% |
| 3M | -5.7% | -2.8% | -2.9% | -5.3% |
| 6M | -6.9% | +23.7% | -30.6% | -11.3% |
| YTD | -9.5% | +27.3% | -36.7% | -14.5% |
| 1Y | -14.0% | +30.5% | -44.6% | -19.3% |
| 3Y | +44.5% | +113.0% | -68.5% | +18.0% |
| 5Y | -2.8% | +157.6% | -160.4% | -26.9% |
| 10Y | +20.3% | +368.4% | -348.0% | -22.7% |
| All | +20.3% | +372.0% | -351.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling