-4.9%
FXI vs CAPR
+84.7%
-89.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +1.0% | -2.0% | +3.0% | +1.1% |
| 30D | -0.6% | +139.2% | -139.7% | -1.4% |
| 3M | +1.9% | -66.4% | +68.3% | +2.3% |
| 6M | -0.2% | -63.1% | +63.0% | +0.1% |
| YTD | -5.6% | -67.4% | +61.8% | -5.3% |
| 1Y | -4.7% | +58.2% | -62.9% | -8.5% |
| 3Y | +38.0% | +42.2% | -4.2% | +20.3% |
| All | -4.9% | +84.7% | -89.6% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling