+221.8%
FXI vs FFIV
+2,389.4%
-2,167.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | -0.6% | -5.1% | +4.5% | +0.7% |
| 3M | +1.9% | -4.5% | +6.4% | +2.7% |
| 6M | -0.2% | +36.5% | -36.6% | -9.5% |
| YTD | -5.6% | +53.0% | -58.6% | -17.5% |
| 1Y | -4.7% | +24.2% | -28.9% | -12.1% |
| 3Y | +38.0% | +137.2% | -99.2% | +3.6% |
| 5Y | -2.7% | +91.8% | -94.4% | -23.7% |
| 10Y | +19.9% | +215.2% | -195.3% | -22.0% |
| All | +221.8% | +2,389.4% | -2,167.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling