-13.4%
FXI vs FIVE
+63.1%
-76.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -1.5% |
| 7D | +4.4% | +6.2% | -1.8% | +3.5% |
| 30D | +1.2% | +18.2% | -16.9% | -0.8% |
| 3M | -4.2% | +3.8% | -8.0% | -4.9% |
| 6M | -6.2% | +13.7% | -20.0% | -8.2% |
| YTD | -8.8% | +34.7% | -43.5% | -14.3% |
| All | -13.4% | +63.1% | -76.5% | -21.0% |
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