+19.2%
FXI vs COO
+41.1%
-21.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | -1.1% | +14.2% | -15.3% | -4.9% |
| 3M | -4.0% | -18.2% | +14.3% | +1.2% |
| 6M | -11.8% | +5.3% | -17.2% | -14.5% |
| YTD | -11.9% | -23.6% | +11.7% | -5.9% |
| 1Y | -16.1% | -12.7% | -3.4% | -14.2% |
| 3Y | +38.8% | -24.2% | +63.0% | +43.5% |
| 5Y | -9.1% | -40.0% | +30.9% | -0.1% |
| All | +19.2% | +41.1% | -21.9% | +10.0% |
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