-9.6%
FXI vs ARWR
+200.0%
-209.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.4% |
| 7D | -1.0% | +2.9% | -3.8% | -1.0% |
| 30D | -3.2% | -2.9% | -0.3% | -3.2% |
| 3M | +1.7% | +15.2% | -13.6% | +1.1% |
| 6M | -1.6% | +42.3% | -43.8% | -3.5% |
| YTD | -7.9% | +28.2% | -36.1% | -9.4% |
| 1Y | -9.6% | +213.2% | -222.9% | -11.7% |
| All | -9.6% | +200.0% | -209.6% | -11.7% |
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