+42.6%
FXI vs CAPR
+214.7%
-172.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | 0.0% |
| 7D | +5.7% | +41.1% | -35.4% | +5.5% |
| 30D | +4.6% | +11.1% | -6.5% | +4.5% |
| 3M | -2.8% | +115.3% | -118.1% | -3.1% |
| 6M | -6.1% | -73.8% | +67.7% | -5.8% |
| YTD | -8.0% | -68.8% | +60.8% | -7.9% |
| 1Y | -11.3% | +43.3% | -54.6% | -12.8% |
| 3Y | +42.6% | +214.7% | -172.0% | +12.4% |
| All | +42.6% | +214.7% | -172.0% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling