-8.8%
FXI vs FIS
-28.4%
+19.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.1% |
| 7D | -1.9% | +1.5% | -3.4% | -1.8% |
| 30D | -0.6% | -11.8% | +11.2% | -2.7% |
| 3M | -4.9% | -28.5% | +23.7% | -5.2% |
| 6M | -8.8% | -27.0% | +18.2% | -10.0% |
| All | -8.8% | -28.4% | +19.6% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling