+20.0%
FXI vs FIS
-52.2%
+72.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -3.0% |
| 7D | -1.9% | +1.5% | -3.4% | -2.4% |
| 30D | -0.6% | -11.8% | +11.2% | +0.6% |
| 3M | -4.9% | -28.5% | +23.7% | +1.8% |
| 6M | -8.8% | -27.0% | +18.2% | -3.4% |
| YTD | -10.7% | -53.1% | +42.3% | +6.5% |
| 1Y | -15.2% | -52.8% | +37.5% | +0.9% |
| 3Y | +42.5% | -37.5% | +80.0% | +52.2% |
| 5Y | -7.8% | -71.1% | +63.2% | +22.5% |
| 10Y | +20.0% | -52.0% | +72.0% | +30.7% |
| All | +20.0% | -52.2% | +72.2% | +30.7% |
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