-16.7%
FXI vs AXON
-46.2%
+29.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | -4.2% | -19.7% | +15.5% | -3.7% |
| 30D | -2.0% | -25.7% | +23.7% | -1.3% |
| 3M | -5.0% | -48.8% | +43.8% | -3.4% |
| 6M | -9.6% | -22.0% | +12.3% | -9.0% |
| YTD | -11.9% | -45.9% | +34.0% | -12.0% |
| 1Y | -16.7% | -46.1% | +29.4% | -17.0% |
| All | -16.7% | -46.2% | +29.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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