+200.3%
FXI vs CHD
+2,021.7%
-1,821.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -4.2% | +3.6% | -7.8% | -5.5% |
| 30D | -1.1% | +10.4% | -11.5% | -4.7% |
| 3M | -4.0% | +12.2% | -16.1% | -8.1% |
| 6M | -11.8% | +19.9% | -31.8% | -18.0% |
| YTD | -11.9% | +36.4% | -48.3% | -22.2% |
| 1Y | -16.1% | +35.1% | -51.2% | -25.8% |
| 3Y | +38.8% | +29.2% | +9.6% | +21.8% |
| 5Y | -9.1% | +33.4% | -42.5% | -23.6% |
| 10Y | +18.4% | +195.0% | -176.6% | -41.2% |
| All | +200.3% | +2,021.7% | -1,821.4% | -45.9% |
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