+221.8%
FXI vs ALL
+817.8%
-596.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +2.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -1.5% | +0.9% | -0.1% |
| 3M | +1.9% | +23.6% | -21.7% | -8.4% |
| 6M | -0.2% | +22.3% | -22.5% | -10.1% |
| YTD | -5.6% | +26.5% | -32.1% | -16.8% |
| 1Y | -4.7% | +27.0% | -31.7% | -16.6% |
| 3Y | +38.0% | +149.6% | -111.6% | -16.8% |
| 5Y | -2.7% | +118.1% | -120.8% | -40.3% |
| 10Y | +19.9% | +369.0% | -349.1% | -55.8% |
| All | +221.8% | +817.8% | -596.0% | -19.2% |
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 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