-16.9%
FXI vs COMP
-56.6%
+39.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.2% | +9.2% | +1.9% |
| 7D | +6.9% | -1.8% | +8.7% | +7.0% |
| 30D | +3.5% | -0.8% | +4.2% | +3.3% |
| 3M | -3.2% | -28.1% | +25.0% | 0.0% |
| 6M | -3.5% | +27.0% | -30.5% | -7.5% |
| YTD | -8.1% | -12.8% | +4.7% | -8.8% |
| 1Y | -10.5% | +4.9% | -15.4% | -13.3% |
| 3Y | +43.0% | +321.0% | -278.0% | +10.2% |
| 5Y | -0.1% | -25.6% | +25.5% | -10.4% |
| All | -16.9% | -56.6% | +39.7% | -22.7% |
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 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