-17.6%
FXI vs COMP
-49.2%
+31.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.5% |
| 7D | +4.4% | +14.5% | -10.2% | +2.7% |
| 30D | +1.2% | +14.9% | -13.7% | -0.6% |
| 3M | -4.2% | -14.2% | +10.1% | -3.0% |
| 6M | -6.2% | +23.7% | -30.0% | -9.5% |
| YTD | -8.8% | +2.1% | -10.9% | -11.1% |
| 1Y | -11.6% | +26.2% | -37.8% | -16.2% |
| 3Y | +45.1% | +470.9% | -425.8% | +7.6% |
| 5Y | -1.2% | -14.0% | +12.8% | -12.9% |
| All | -17.6% | -49.2% | +31.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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