-6.5%
FXI vs ALNY
+30.5%
-37.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -3.9% | -6.5% | +2.7% | -3.3% |
| 30D | -2.1% | +11.0% | -13.1% | -3.1% |
| 3M | -0.5% | -14.1% | +13.6% | +0.2% |
| 6M | -4.5% | -22.4% | +17.9% | -3.1% |
| YTD | -9.2% | -37.5% | +28.2% | -6.0% |
| 1Y | -13.8% | -46.9% | +33.1% | -9.3% |
| 3Y | +36.6% | +22.1% | +14.5% | +28.7% |
| All | -6.5% | +30.5% | -37.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 5y: compounded portfolio wealth divided by compounded ALNY 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…
5y analysis · Full analysis span regression · 6 months rolling