-1.2%
FXI vs FIVE
+14.2%
-15.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.7% | -0.3% | +5.9% | +5.7% |
| 30D | +4.6% | +17.7% | -13.1% | +1.8% |
| 3M | -2.8% | +4.0% | -6.8% | -3.7% |
| 6M | -6.1% | +2.6% | -8.7% | -7.2% |
| YTD | -8.0% | +27.6% | -35.6% | -12.6% |
| 1Y | -11.3% | +59.9% | -71.3% | -18.9% |
| 3Y | +42.6% | +35.8% | +6.9% | +30.2% |
| All | -1.2% | +14.2% | -15.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling