+15.0%
FXI vs FIS
-41.9%
+57.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.3% |
| 7D | -2.8% | -9.1% | +6.3% | -0.2% |
| 30D | -5.3% | -10.4% | +5.1% | -2.6% |
| 3M | +0.3% | -3.7% | +4.0% | +0.8% |
| 6M | -4.6% | -24.8% | +20.2% | +2.3% |
| YTD | -9.1% | -41.6% | +32.5% | +4.6% |
| 1Y | -12.0% | -42.7% | +30.8% | +1.7% |
| 3Y | +38.6% | -26.2% | +64.9% | +44.9% |
| 5Y | -6.6% | -66.1% | +59.6% | +22.4% |
| 10Y | +15.0% | -40.9% | +55.9% | +15.5% |
| All | +15.0% | -41.9% | +57.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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