+40.5%
FXI vs ALLY
+124.8%
-84.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | +3.7% | -2.6% | +0.1% |
| 30D | -0.6% | -2.3% | +1.7% | 0.0% |
| 3M | +1.9% | +3.8% | -1.9% | +0.7% |
| 6M | -0.2% | +9.7% | -9.9% | -3.1% |
| YTD | -5.6% | -1.4% | -4.2% | -6.0% |
| 1Y | -4.7% | +8.2% | -12.9% | -7.6% |
| 3Y | +38.0% | +66.5% | -28.5% | +16.0% |
| 5Y | -2.7% | +1.2% | -3.9% | -9.7% |
| 10Y | +19.9% | +191.4% | -171.5% | -22.6% |
| All | +40.5% | +124.8% | -84.3% | -7.2% |
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