-4.9%
FXI vs ARWR
+28.5%
-33.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.0% | +1.7% | -0.6% | +0.8% |
| 30D | -0.6% | -0.7% | +0.1% | -0.5% |
| 3M | +1.9% | +14.9% | -13.0% | -0.2% |
| 6M | -0.2% | +32.6% | -32.8% | -4.4% |
| YTD | -5.6% | +30.0% | -35.6% | -9.7% |
| 1Y | -4.7% | +208.4% | -213.0% | -19.6% |
| 3Y | +38.0% | +208.8% | -170.8% | +8.4% |
| All | -4.9% | +28.5% | -33.4% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling