+20.1%
FXI vs CAPR
-64.9%
+85.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.3% | -0.9% |
| 7D | +4.4% | +36.0% | -31.7% | +4.0% |
| 30D | +1.2% | +25.8% | -24.6% | +0.9% |
| 3M | -4.2% | +140.8% | -145.0% | -5.4% |
| 6M | -6.2% | -67.6% | +61.3% | -5.9% |
| YTD | -8.8% | -65.9% | +57.1% | -8.6% |
| 1Y | -11.6% | +66.1% | -77.7% | -15.7% |
| 3Y | +45.1% | +256.9% | -211.7% | +32.9% |
| 5Y | -1.2% | +172.1% | -173.3% | -10.0% |
| 10Y | +20.1% | -64.7% | +84.8% | +4.5% |
| All | +20.1% | -64.9% | +85.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling