-10.5%
FXI vs FITB
+36.9%
-47.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +4.1% |
| 7D | +6.6% | +2.3% | +4.2% | +6.3% |
| 30D | +2.2% | +7.7% | -5.5% | +1.5% |
| 3M | -4.7% | -4.5% | -0.2% | -4.5% |
| 6M | -4.7% | +12.5% | -17.1% | -6.5% |
| YTD | -9.0% | +19.8% | -28.8% | -12.9% |
| 1Y | -10.5% | +34.1% | -44.7% | -16.3% |
| All | -10.5% | +36.9% | -47.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling