-19.3%
FXI vs COMP
-51.7%
+32.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | -1.9% | +2.2% | -4.1% | -2.3% |
| 30D | -0.6% | +16.3% | -17.0% | -2.6% |
| 3M | -4.9% | -19.1% | +14.3% | -3.1% |
| 6M | -8.8% | +17.1% | -25.9% | -11.5% |
| YTD | -10.7% | -2.9% | -7.8% | -12.6% |
| 1Y | -15.2% | +8.8% | -24.0% | -18.2% |
| 3Y | +42.5% | +423.5% | -381.0% | +6.8% |
| 5Y | -7.8% | -10.5% | +2.6% | -19.2% |
| All | -19.3% | -51.7% | +32.4% | -25.9% |
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