+15.0%
FXI vs FFIV
+239.4%
-224.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -2.3% |
| 7D | -2.8% | +3.5% | -6.3% | -3.7% |
| 30D | -5.3% | -1.3% | -4.0% | -5.2% |
| 3M | +0.3% | +2.4% | -2.0% | -0.9% |
| 6M | -4.6% | +41.8% | -46.4% | -14.4% |
| YTD | -9.1% | +58.5% | -67.6% | -21.3% |
| 1Y | -12.0% | +24.3% | -36.3% | -18.7% |
| 3Y | +38.6% | +152.0% | -113.4% | +1.5% |
| 5Y | -6.6% | +99.1% | -105.7% | -28.3% |
| 10Y | +15.0% | +242.8% | -227.7% | -27.0% |
| All | +15.0% | +239.4% | -224.4% | -27.0% |
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