-14.0%
FXI vs ARWR
+20.0%
-34.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +3.7% | -17.7% | +21.4% | +4.4% |
| 30D | +0.5% | -21.9% | +22.4% | +1.4% |
| 3M | -5.7% | -44.5% | +38.8% | -4.0% |
| 6M | -6.9% | -32.6% | +25.7% | -5.9% |
| YTD | -9.5% | -26.2% | +16.7% | -9.3% |
| 1Y | -14.0% | +23.0% | -37.0% | -13.8% |
| All | -14.0% | +20.0% | -34.0% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling