+14.7%
FXI vs FITB
+290.8%
-276.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -2.1% | -5.7% | +3.6% | -0.8% |
| 3M | -0.5% | +3.2% | -3.6% | -1.4% |
| 6M | -4.5% | +23.4% | -27.9% | -9.4% |
| YTD | -9.2% | +18.8% | -28.0% | -13.4% |
| 1Y | -13.8% | +25.0% | -38.8% | -18.8% |
| 3Y | +36.6% | +131.2% | -94.6% | +9.0% |
| 5Y | -6.7% | +70.7% | -77.3% | -21.3% |
| All | +14.7% | +290.8% | -276.1% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling