+18.1%
FXI vs FICO
+605.7%
-587.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | +4.9% |
| 7D | +1.0% | -19.2% | +20.2% | +5.1% |
| 30D | -0.6% | -14.6% | +14.0% | +2.0% |
| 3M | +1.9% | -20.1% | +22.0% | +5.1% |
| 6M | -0.2% | -36.3% | +36.2% | +7.0% |
| YTD | -5.6% | -44.9% | +39.3% | +4.3% |
| 1Y | -4.7% | -38.6% | +34.0% | +1.5% |
| 3Y | +38.0% | +4.0% | +34.0% | +19.8% |
| 5Y | -2.7% | +99.5% | -102.2% | -33.0% |
| All | +18.1% | +605.7% | -587.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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