-8.4%
FXI vs FITB
+48.6%
-57.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -4.2% | +2.8% | -7.0% | -4.8% |
| 30D | -1.1% | +9.8% | -10.9% | -3.2% |
| 3M | -4.0% | -5.2% | +1.2% | -2.9% |
| 6M | -11.8% | +17.3% | -29.2% | -15.4% |
| YTD | -11.9% | +19.3% | -31.2% | -16.2% |
| 1Y | -16.1% | +32.7% | -48.8% | -22.3% |
| 3Y | +38.8% | +141.6% | -102.8% | +6.9% |
| All | -8.4% | +48.6% | -57.0% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling