-16.9%
FXI vs COMP
-52.0%
+35.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.7% | -1.2% |
| 7D | +5.7% | +13.4% | -7.8% | +4.1% |
| 30D | +4.6% | +11.1% | -6.5% | +3.1% |
| 3M | -2.8% | -18.8% | +16.1% | -1.0% |
| 6M | -6.1% | +10.5% | -16.6% | -8.2% |
| YTD | -8.0% | -3.4% | -4.6% | -9.8% |
| 1Y | -11.3% | +19.7% | -31.0% | -15.4% |
| 3Y | +42.6% | +381.6% | -339.0% | +8.1% |
| 5Y | -0.1% | -17.6% | +17.5% | -11.5% |
| All | -16.9% | -52.0% | +35.1% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling