+20.3%
FXI vs AR
+52.4%
-32.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.9% |
| 7D | +3.7% | -5.8% | +9.4% | +4.1% |
| 30D | +0.5% | +4.8% | -4.3% | 0.0% |
| 3M | -5.7% | +1.5% | -7.2% | -6.0% |
| 6M | -6.9% | +4.7% | -11.6% | -7.5% |
| YTD | -9.5% | +9.2% | -18.7% | -10.6% |
| 1Y | -14.0% | +11.2% | -25.2% | -15.3% |
| 3Y | +44.5% | +46.2% | -1.7% | +37.7% |
| 5Y | -2.8% | +98.1% | -100.8% | -10.5% |
| 10Y | +20.3% | +54.5% | -34.2% | +24.2% |
| All | +20.3% | +52.4% | -32.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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