+204.2%
FXI vs ARWR
+110.0%
+94.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -1.9% | -19.9% | +18.0% | -0.4% |
| 30D | -0.6% | -18.7% | +18.1% | +0.8% |
| 3M | -4.9% | -44.7% | +39.8% | -0.9% |
| 6M | -8.8% | -36.5% | +27.7% | -6.3% |
| YTD | -10.7% | -25.7% | +14.9% | -9.7% |
| 1Y | -15.2% | +18.9% | -34.2% | -17.5% |
| 3Y | +42.5% | +83.1% | -40.6% | +29.9% |
| 5Y | -7.8% | -34.9% | +27.0% | -11.5% |
| 10Y | +20.0% | +1,080.9% | -1,060.9% | -12.6% |
| All | +204.2% | +110.0% | +94.2% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling