+213.4%
FXI vs FICO
+2,321.4%
-2,108.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +6.9% | -0.3% | +7.1% | +6.9% |
| 30D | +3.5% | +1.7% | +1.7% | +1.8% |
| 3M | -3.2% | -35.2% | +32.0% | +7.1% |
| 6M | -3.5% | -33.7% | +30.1% | +3.6% |
| YTD | -8.1% | -58.2% | +50.1% | +13.5% |
| 1Y | -10.5% | -56.6% | +46.1% | +8.6% |
| 3Y | +43.0% | -24.0% | +67.0% | +28.1% |
| 5Y | -0.1% | +86.1% | -86.2% | -41.9% |
| 10Y | +22.7% | +522.8% | -500.1% | -63.6% |
| All | +213.4% | +2,321.4% | -2,108.1% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling