+44.5%
FXI vs FFIV
+102.8%
-58.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.7% | -4.2% | +7.9% | +4.2% |
| 30D | +0.5% | -33.9% | +34.4% | +6.2% |
| 3M | -5.7% | -22.6% | +16.9% | -3.1% |
| 6M | -6.9% | -10.4% | +3.5% | -7.1% |
| YTD | -9.5% | +24.3% | -33.8% | -15.5% |
| 1Y | -14.0% | +31.8% | -45.8% | -20.7% |
| 3Y | +44.5% | +99.5% | -55.0% | +17.1% |
| All | +44.5% | +102.8% | -58.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling