+210.8%
FXI vs ALL
+797.4%
-586.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +4.4% | -3.9% | +8.2% | +6.2% |
| 30D | +1.2% | +10.6% | -9.4% | -3.5% |
| 3M | -4.2% | -4.6% | +0.4% | -2.6% |
| 6M | -6.2% | +20.2% | -26.4% | -15.1% |
| YTD | -8.8% | +23.7% | -32.5% | -19.1% |
| 1Y | -11.6% | +27.9% | -39.5% | -23.0% |
| 3Y | +45.1% | +109.2% | -64.0% | -4.6% |
| 5Y | -1.2% | +148.0% | -149.2% | -43.6% |
| 10Y | +20.1% | +363.8% | -343.7% | -55.7% |
| All | +210.8% | +797.4% | -586.5% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling