-2.8%
FXI vs COMP
-18.6%
+15.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.1% |
| 7D | +3.7% | +7.2% | -3.5% | +2.7% |
| 30D | +0.5% | +6.4% | -5.9% | -0.5% |
| 3M | -5.7% | -19.4% | +13.7% | -3.9% |
| 6M | -6.9% | +14.6% | -21.5% | -9.4% |
| YTD | -9.5% | -5.5% | -4.0% | -11.0% |
| 1Y | -14.0% | +13.7% | -27.7% | -17.5% |
| 3Y | +44.5% | +409.7% | -365.2% | +8.7% |
| 5Y | -2.8% | -17.0% | +14.2% | -13.8% |
| All | -2.8% | -18.6% | +15.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling