-14.0%
FXI vs FFIV
+28.6%
-42.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.7% | -4.2% | +7.9% | +4.0% |
| 30D | +0.5% | -33.9% | +34.4% | +4.1% |
| 3M | -5.7% | -22.6% | +16.9% | -4.2% |
| 6M | -6.9% | -10.4% | +3.5% | -8.0% |
| YTD | -9.5% | +24.3% | -33.8% | -15.9% |
| 1Y | -14.0% | +31.8% | -45.8% | -20.9% |
| All | -14.0% | +28.6% | -42.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling