+16.5%
FXI vs ARWR
+1,011.1%
-994.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.3% |
| 7D | -1.0% | +2.9% | -3.8% | -1.2% |
| 30D | -3.2% | -2.9% | -0.3% | -3.0% |
| 3M | +1.7% | +15.2% | -13.6% | 0.0% |
| 6M | -1.6% | +42.3% | -43.8% | -5.3% |
| YTD | -7.9% | +28.2% | -36.1% | -10.8% |
| 1Y | -9.6% | +213.2% | -222.9% | -20.1% |
| 3Y | +40.5% | +184.6% | -144.2% | +19.9% |
| 5Y | -6.2% | +29.2% | -35.5% | -16.8% |
| All | +16.5% | +1,011.1% | -994.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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