+221.8%
FXI vs FITB
+117.0%
+104.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -0.6% | -4.7% | +4.2% | +0.6% |
| 3M | +1.9% | +6.7% | -4.8% | 0.0% |
| 6M | -0.2% | +12.6% | -12.7% | -3.5% |
| YTD | -5.6% | +19.1% | -24.7% | -10.3% |
| 1Y | -4.7% | +22.6% | -27.3% | -10.2% |
| 3Y | +38.0% | +127.1% | -89.1% | +9.1% |
| 5Y | -2.7% | +71.8% | -74.5% | -19.3% |
| 10Y | +19.9% | +287.2% | -267.3% | -25.6% |
| All | +221.8% | +117.0% | +104.8% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling