+221.8%
FXI vs FIS
+204.0%
+17.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +2.0% |
| 7D | +1.0% | +1.1% | 0.0% | +0.5% |
| 30D | -0.6% | -2.2% | +1.7% | +0.2% |
| 3M | +1.9% | +2.1% | -0.2% | -0.1% |
| 6M | -0.2% | -14.7% | +14.5% | +5.5% |
| YTD | -5.6% | -35.7% | +30.1% | +13.6% |
| 1Y | -4.7% | -37.1% | +32.4% | +15.5% |
| 3Y | +38.0% | -20.0% | +58.0% | +42.3% |
| 5Y | -2.7% | -62.1% | +59.5% | +37.4% |
| 10Y | +19.9% | -37.4% | +57.3% | +11.4% |
| All | +221.8% | +204.0% | +17.8% | -4.9% |
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