+200.3%
FXI vs FIS
+116.9%
+83.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.9% |
| 7D | -4.2% | +2.8% | -7.0% | -5.7% |
| 30D | -1.1% | -16.7% | +15.6% | +3.9% |
| 3M | -4.0% | -32.3% | +28.3% | +10.7% |
| 6M | -11.8% | -29.1% | +17.2% | -1.6% |
| YTD | -11.9% | -54.1% | +42.2% | +19.5% |
| 1Y | -16.1% | -53.7% | +37.6% | +13.2% |
| 3Y | +38.8% | -38.8% | +77.6% | +56.1% |
| 5Y | -9.1% | -71.1% | +62.0% | +40.0% |
| 10Y | +18.4% | -53.1% | +71.5% | +20.1% |
| All | +200.3% | +116.9% | +83.4% | 0.0% |
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 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