+14.2%
FXI vs CHD
+125.6%
-111.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.8% | -4.7% | +1.9% | -2.3% |
| 30D | -3.7% | -8.3% | +4.6% | -2.9% |
| 3M | -0.4% | -4.0% | +3.6% | -0.1% |
| 6M | -5.4% | -6.5% | +1.1% | -4.9% |
| YTD | -9.6% | +13.1% | -22.7% | -10.9% |
| 1Y | -11.9% | +2.3% | -14.2% | -12.3% |
| 3Y | +37.8% | +1.8% | +36.1% | +36.4% |
| 5Y | -7.0% | +20.6% | -27.6% | -11.3% |
| All | +14.2% | +125.6% | -111.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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