+45.1%
FXI vs ALL
+108.4%
-63.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.4% | -3.9% | +8.2% | +4.4% |
| 30D | +1.2% | +10.6% | -9.4% | +1.3% |
| 3M | -4.2% | -4.6% | +0.4% | -4.2% |
| 6M | -6.2% | +20.2% | -26.4% | -6.0% |
| YTD | -8.8% | +23.7% | -32.5% | -8.6% |
| 1Y | -11.6% | +27.9% | -39.5% | -11.5% |
| 3Y | +45.1% | +109.2% | -64.0% | +62.2% |
| All | +45.1% | +108.4% | -63.3% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling