-4.6%
FXI vs FIS
-24.3%
+19.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | -2.8% | -9.1% | +6.3% | -2.1% |
| 30D | -5.3% | -10.4% | +5.1% | -4.6% |
| 3M | +0.3% | -3.7% | +4.0% | +0.6% |
| 6M | -4.6% | -24.8% | +20.2% | -3.6% |
| All | -4.6% | -24.3% | +19.7% | -3.6% |
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