+36.9%
FXI vs ALLY
+98.1%
-61.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +5.7% | +0.9% | +4.7% | +5.4% |
| 30D | +4.6% | +3.1% | +1.5% | +3.7% |
| 3M | -2.8% | -12.6% | +9.8% | +0.4% |
| 6M | -6.1% | -12.4% | +6.4% | -3.3% |
| YTD | -8.0% | -13.2% | +5.1% | -5.6% |
| 1Y | -11.3% | +1.8% | -13.1% | -12.7% |
| 3Y | +42.6% | +58.0% | -15.3% | +21.5% |
| 5Y | -0.1% | -8.4% | +8.4% | -4.8% |
| 10Y | +22.7% | +195.3% | -172.5% | -22.2% |
| All | +36.9% | +98.1% | -61.2% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling