+16.5%
FXI vs COO
+45.8%
-29.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.3% |
| 30D | -3.2% | -8.8% | +5.6% | -0.6% |
| 3M | +1.7% | +1.3% | +0.3% | +0.9% |
| 6M | -1.6% | -11.6% | +10.0% | +1.5% |
| YTD | -7.9% | -17.4% | +9.5% | -3.1% |
| 1Y | -9.6% | -1.6% | -8.0% | -10.4% |
| 3Y | +40.5% | -22.6% | +63.1% | +45.7% |
| 5Y | -6.2% | -40.3% | +34.1% | +4.1% |
| All | +16.5% | +45.8% | -29.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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