+14.2%
FXI vs ALLY
+178.4%
-164.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -1.7% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -3.2% | -3.3% | +0.1% | -2.5% |
| 3M | +1.7% | +0.5% | +1.2% | +1.3% |
| 6M | -1.6% | +12.6% | -14.1% | -4.9% |
| YTD | -7.9% | -4.7% | -3.2% | -7.5% |
| 1Y | -9.6% | +5.2% | -14.9% | -11.7% |
| 3Y | +40.5% | +66.5% | -26.0% | +18.9% |
| 5Y | -6.2% | +0.2% | -6.5% | -12.6% |
| 10Y | +14.2% | +180.8% | -166.6% | -14.9% |
| All | +14.2% | +178.4% | -164.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling