-14.7%
FXI vs COMP
-47.7%
+33.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +1.0% | +1.4% | -0.3% | +0.9% |
| 30D | -0.6% | -13.3% | +12.8% | +0.9% |
| 3M | +1.9% | +41.1% | -39.2% | -2.6% |
| 6M | -0.2% | +17.2% | -17.3% | -3.4% |
| YTD | -5.6% | +5.2% | -10.8% | -8.0% |
| 1Y | -4.7% | +18.9% | -23.6% | -8.9% |
| 3Y | +38.0% | +215.9% | -177.9% | +11.1% |
| 5Y | -2.7% | -31.2% | +28.5% | -12.0% |
| All | -14.7% | -47.7% | +33.0% | -22.0% |
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