-8.4%
FXI vs FICO
+91.4%
-99.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.2% | +2.2% | -6.4% | -4.4% |
| 30D | -1.1% | +0.1% | -1.2% | -1.3% |
| 3M | -4.0% | -35.2% | +31.2% | -0.2% |
| 6M | -11.8% | -32.4% | +20.5% | -9.7% |
| YTD | -11.9% | -57.4% | +45.5% | -4.1% |
| 1Y | -16.1% | -58.5% | +42.4% | -8.3% |
| 3Y | +38.8% | -28.9% | +67.6% | +28.4% |
| All | -8.4% | +91.4% | -99.8% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling