+27.9%
FXI vs AR
-27.2%
+55.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.0% | +2.5% | -1.5% | +0.8% |
| 30D | -0.6% | +14.8% | -15.4% | -1.7% |
| 3M | +1.9% | +6.2% | -4.3% | +1.3% |
| 6M | -0.2% | +4.3% | -4.5% | -0.8% |
| YTD | -5.6% | +14.4% | -20.0% | -7.1% |
| 1Y | -4.7% | +21.3% | -26.0% | -6.8% |
| 3Y | +38.0% | +39.8% | -1.8% | +31.7% |
| 5Y | -2.7% | +142.1% | -144.7% | -12.5% |
| 10Y | +19.9% | +52.0% | -32.1% | +11.6% |
| All | +27.9% | -27.2% | +55.1% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling