-6.2%
FXI vs FFIV
+92.2%
-98.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -1.0% | -1.5% | +0.6% | -0.6% |
| 30D | -3.2% | -2.7% | -0.6% | -2.8% |
| 3M | +1.7% | -1.7% | +3.3% | +1.6% |
| 6M | -1.6% | +36.1% | -37.7% | -10.1% |
| YTD | -7.9% | +52.6% | -60.5% | -18.8% |
| 1Y | -9.6% | +21.5% | -31.1% | -15.5% |
| 3Y | +40.5% | +142.7% | -102.2% | +4.1% |
| 5Y | -6.2% | +92.6% | -98.8% | -28.2% |
| All | -6.2% | +92.2% | -98.4% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling