-1.2%
FXI vs AXON
+71.5%
-72.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.2% | +18.2% | +1.7% |
| 7D | +5.7% | -26.8% | +32.5% | +8.4% |
| 30D | +4.6% | -22.9% | +27.5% | +6.8% |
| 3M | -2.8% | -40.1% | +37.3% | +1.3% |
| 6M | -6.1% | -18.9% | +12.8% | -5.8% |
| YTD | -8.0% | -44.9% | +36.9% | -4.6% |
| 1Y | -11.3% | -46.7% | +35.4% | -7.7% |
| 3Y | +42.6% | +44.3% | -1.7% | +17.5% |
| All | -1.2% | +71.5% | -72.7% | -28.1% |
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