+42.6%
FXI vs AR
+19.9%
+22.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | +5.7% | -14.3% | +19.9% | +7.0% |
| 30D | +4.6% | +1.4% | +3.1% | +4.2% |
| 3M | -2.8% | +3.4% | -6.2% | -3.4% |
| 6M | -6.1% | -2.1% | -4.0% | -6.3% |
| YTD | -8.0% | +4.7% | -12.7% | -9.5% |
| 1Y | -11.3% | +10.6% | -21.9% | -13.6% |
| 3Y | +42.6% | +24.6% | +18.1% | +42.3% |
| All | +42.6% | +19.9% | +22.7% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling