+24.6%
FXI vs AR
-33.4%
+57.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | +5.7% | -14.3% | +19.9% | +6.9% |
| 30D | +4.6% | +1.4% | +3.1% | +4.3% |
| 3M | -2.8% | +3.4% | -6.2% | -3.2% |
| 6M | -6.1% | -2.1% | -4.0% | -6.2% |
| YTD | -8.0% | +4.7% | -12.7% | -9.0% |
| 1Y | -11.3% | +10.6% | -21.9% | -12.7% |
| 3Y | +42.6% | +24.6% | +18.1% | +37.3% |
| 5Y | -0.1% | +71.9% | -72.0% | -7.7% |
| 10Y | +22.7% | +46.4% | -23.6% | +14.3% |
| All | +24.6% | -33.4% | +57.9% | +22.4% |
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