+14.2%
FXI vs CAPR
-77.1%
+91.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.2% | -2.4% |
| 7D | -1.0% | -9.5% | +8.5% | -0.8% |
| 30D | -3.2% | +121.5% | -124.8% | -4.3% |
| 3M | +1.7% | -65.4% | +67.0% | +2.1% |
| 6M | -1.6% | -67.5% | +66.0% | -1.1% |
| YTD | -7.9% | -68.6% | +60.7% | -7.5% |
| 1Y | -9.6% | +42.7% | -52.3% | -13.6% |
| 3Y | +40.5% | +43.4% | -2.9% | +30.4% |
| 5Y | -6.2% | +86.0% | -92.3% | -14.3% |
| 10Y | +14.2% | -77.4% | +91.6% | +4.7% |
| All | +14.2% | -77.1% | +91.3% | +4.7% |
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