+14.7%
FXI vs CHTR
-44.7%
+59.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -3.9% | -4.1% | +0.2% | -3.3% |
| 30D | -2.1% | -3.0% | +0.9% | -1.9% |
| 3M | -0.5% | +4.8% | -5.2% | -1.9% |
| 6M | -4.5% | -35.0% | +30.5% | +0.6% |
| YTD | -9.2% | -30.2% | +20.9% | -6.0% |
| 1Y | -13.8% | -44.8% | +31.0% | -6.8% |
| 3Y | +36.6% | -66.6% | +103.1% | +58.7% |
| 5Y | -6.7% | -81.5% | +74.8% | +24.6% |
| All | +14.7% | -44.7% | +59.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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