-15.2%
FXI vs FIVE
+66.9%
-82.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -0.6% | +17.4% | -18.0% | -2.6% |
| 3M | -4.9% | +7.0% | -11.9% | -5.9% |
| 6M | -8.8% | +20.5% | -29.3% | -11.7% |
| YTD | -10.7% | +33.1% | -43.9% | -16.1% |
| 1Y | -15.2% | +67.1% | -82.3% | -23.1% |
| All | -15.2% | +66.9% | -82.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling