+20.1%
FXI vs FIVE
+596.6%
-576.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -1.8% |
| 7D | +4.4% | +6.2% | -1.8% | +3.2% |
| 30D | +1.2% | +18.2% | -16.9% | -1.8% |
| 3M | -4.2% | +3.8% | -8.0% | -5.1% |
| 6M | -6.2% | +13.7% | -20.0% | -9.2% |
| YTD | -8.8% | +34.7% | -43.5% | -14.6% |
| 1Y | -11.6% | +66.6% | -78.3% | -20.5% |
| 3Y | +45.1% | +44.3% | +0.9% | +28.2% |
| 5Y | -1.2% | +18.8% | -20.0% | -12.1% |
| 10Y | +20.1% | +569.2% | -549.1% | -18.5% |
| All | +20.1% | +596.6% | -576.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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