+200.3%
FXI vs CHD
+1,992.1%
-1,791.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -2.0% | +11.6% | -13.6% | -5.9% |
| 3M | -5.0% | +10.7% | -15.7% | -8.6% |
| 6M | -9.6% | +20.2% | -29.9% | -16.0% |
| YTD | -11.9% | +34.5% | -46.4% | -21.8% |
| 1Y | -16.7% | +32.6% | -49.2% | -25.7% |
| 3Y | +40.6% | +29.1% | +11.5% | +23.4% |
| 5Y | -9.1% | +31.5% | -40.6% | -23.2% |
| 10Y | +18.4% | +190.9% | -172.5% | -40.9% |
| All | +200.3% | +1,992.1% | -1,791.8% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling