+208.6%
FXI vs ARWR
+108.5%
+100.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +3.7% | -17.7% | +21.4% | +5.1% |
| 30D | +0.5% | -21.9% | +22.4% | +2.2% |
| 3M | -5.7% | -44.5% | +38.8% | -1.8% |
| 6M | -6.9% | -32.6% | +25.7% | -4.8% |
| YTD | -9.5% | -26.2% | +16.7% | -8.3% |
| 1Y | -14.0% | +23.0% | -37.0% | -16.6% |
| 3Y | +44.5% | +81.8% | -37.2% | +31.9% |
| 5Y | -2.8% | -36.0% | +33.2% | -6.6% |
| 10Y | +20.3% | +1,039.5% | -1,019.2% | -12.2% |
| All | +208.6% | +108.5% | +100.1% | +119.2% |
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