-4.9%
FXI vs AXON
+179.8%
-184.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.9% |
| 7D | +1.0% | -14.2% | +15.2% | +2.4% |
| 30D | -0.6% | -15.4% | +14.8% | +0.7% |
| 3M | +1.9% | +0.5% | +1.4% | +1.1% |
| 6M | -0.2% | -9.5% | +9.3% | -0.2% |
| YTD | -5.6% | -9.2% | +3.6% | -6.1% |
| 1Y | -4.7% | -29.4% | +24.7% | -2.6% |
| 3Y | +38.0% | +139.4% | -101.4% | +9.2% |
| All | -4.9% | +179.8% | -184.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling