+20.3%
FXI vs FFIV
+126.0%
-105.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.7% | -4.2% | +7.9% | +4.7% |
| 30D | +0.5% | -33.9% | +34.4% | +10.8% |
| 3M | -5.7% | -22.6% | +16.9% | -0.8% |
| 6M | -6.9% | -10.4% | +3.5% | -6.4% |
| YTD | -9.5% | +24.3% | -33.8% | -17.8% |
| 1Y | -14.0% | +31.8% | -45.8% | -23.3% |
| 3Y | +44.5% | +99.5% | -55.0% | +10.3% |
| 5Y | -2.8% | +40.7% | -43.5% | -19.2% |
| 10Y | +20.3% | +126.9% | -106.6% | -17.4% |
| All | +20.3% | +126.0% | -105.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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