+20.0%
FXI vs FITB
+226.2%
-206.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.9% | -0.6% | -1.4% | -1.8% |
| 30D | -0.6% | +7.0% | -7.7% | -2.2% |
| 3M | -4.9% | -4.8% | -0.1% | -4.0% |
| 6M | -8.8% | +13.5% | -22.3% | -11.8% |
| YTD | -10.7% | +19.1% | -29.8% | -15.0% |
| 1Y | -15.2% | +30.8% | -46.0% | -21.1% |
| 3Y | +42.5% | +141.6% | -99.1% | +12.5% |
| 5Y | -7.8% | +48.3% | -56.1% | -19.8% |
| 10Y | +20.0% | +215.9% | -196.0% | -16.9% |
| All | +20.0% | +226.2% | -206.2% | -16.9% |
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