+208.6%
FXI vs FIS
+107.8%
+100.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.7% | -27.4% | +31.1% | +16.8% |
| 30D | +0.5% | -16.8% | +17.3% | +5.9% |
| 3M | -5.7% | -32.6% | +26.9% | +9.1% |
| 6M | -6.9% | -33.4% | +26.5% | +7.3% |
| YTD | -9.5% | -56.0% | +46.6% | +25.6% |
| 1Y | -14.0% | -55.1% | +41.1% | +17.9% |
| 3Y | +44.5% | -41.4% | +86.0% | +66.2% |
| 5Y | -2.8% | -72.7% | +69.9% | +54.2% |
| 10Y | +20.3% | -55.5% | +75.8% | +25.6% |
| All | +208.6% | +107.8% | +100.8% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling