+20.1%
FXI vs ALLY
+201.0%
-181.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | +1.2% | +3.4% | -2.2% | +0.3% |
| 3M | -4.2% | -11.1% | +6.9% | -1.6% |
| 6M | -6.2% | -11.5% | +5.3% | -3.9% |
| YTD | -8.8% | -12.3% | +3.5% | -6.7% |
| 1Y | -11.6% | +1.1% | -12.7% | -12.8% |
| 3Y | +45.1% | +64.8% | -19.7% | +23.2% |
| 5Y | -1.2% | -6.9% | +5.7% | -6.1% |
| 10Y | +20.1% | +194.9% | -174.9% | -10.1% |
| All | +20.1% | +201.0% | -181.0% | -10.1% |
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