-6.2%
FXI vs ALL
+117.0%
-123.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | -3.2% | -4.7% | +1.4% | -3.0% |
| 3M | +1.7% | +18.4% | -16.7% | +0.5% |
| 6M | -1.6% | +20.5% | -22.1% | -2.9% |
| YTD | -7.9% | +23.5% | -31.4% | -9.4% |
| 1Y | -9.6% | +29.0% | -38.6% | -11.5% |
| 3Y | +40.5% | +153.7% | -113.3% | +27.2% |
| 5Y | -6.2% | +114.8% | -121.0% | -10.2% |
| All | -6.2% | +117.0% | -123.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling