+26.6%
FXI vs CBOE
+1,025.9%
-999.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -1.0% | -4.6% | +3.7% | 0.0% |
| 30D | -3.2% | +2.6% | -5.9% | -3.9% |
| 3M | +1.7% | +4.9% | -3.3% | +0.2% |
| 6M | -1.6% | -2.2% | +0.6% | -2.2% |
| YTD | -7.9% | +17.7% | -25.6% | -12.3% |
| 1Y | -9.6% | +26.1% | -35.7% | -15.4% |
| 3Y | +40.5% | +97.1% | -56.7% | +16.1% |
| 5Y | -6.2% | +149.2% | -155.4% | -27.7% |
| 10Y | +14.2% | +385.1% | -370.9% | -29.7% |
| All | +26.6% | +1,025.9% | -999.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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