+52.3%
FXI vs CAPR
-99.0%
+151.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.3% | -0.9% |
| 7D | +4.4% | +36.0% | -31.7% | +4.1% |
| 30D | +1.2% | +25.8% | -24.6% | +1.0% |
| 3M | -4.2% | +140.8% | -145.0% | -5.1% |
| 6M | -6.2% | -67.6% | +61.3% | -6.0% |
| YTD | -8.8% | -65.9% | +57.1% | -8.7% |
| 1Y | -11.6% | +66.1% | -77.7% | -14.5% |
| 3Y | +45.1% | +256.9% | -211.7% | +37.4% |
| 5Y | -1.2% | +172.1% | -173.3% | -6.7% |
| 10Y | +20.1% | -64.7% | +84.8% | +11.1% |
| All | +52.3% | -99.0% | +151.3% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling