-20.4%
FXI vs COMP
-52.0%
+31.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.3% |
| 30D | -1.1% | +16.6% | -17.7% | -3.1% |
| 3M | -4.0% | -23.5% | +19.6% | -1.6% |
| 6M | -11.8% | +25.7% | -37.6% | -15.1% |
| YTD | -11.9% | -3.4% | -8.5% | -13.7% |
| 1Y | -16.1% | +7.6% | -23.7% | -19.0% |
| 3Y | +38.8% | +423.6% | -384.8% | +4.0% |
| 5Y | -9.1% | -10.6% | +1.5% | -20.3% |
| All | -20.4% | -52.0% | +31.6% | -26.8% |
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