-15.2%
FXI vs ALL
+30.4%
-45.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -1.9% | -2.6% | +0.6% | -2.0% |
| 30D | -0.6% | +12.7% | -13.4% | +0.2% |
| 3M | -4.9% | +0.4% | -5.3% | -4.9% |
| 6M | -8.8% | +23.8% | -32.6% | -6.4% |
| YTD | -10.7% | +27.8% | -38.5% | -8.4% |
| 1Y | -15.2% | +28.9% | -44.1% | -13.1% |
| All | -15.2% | +30.4% | -45.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling