+48.9%
FXI vs FIVE
+868.1%
-819.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.7% |
| 7D | +1.0% | +4.3% | -3.2% | +0.3% |
| 30D | -0.6% | +12.5% | -13.1% | -2.7% |
| 3M | +1.9% | +31.2% | -29.3% | -2.9% |
| 6M | -0.2% | +14.4% | -14.5% | -3.2% |
| YTD | -5.6% | +33.9% | -39.5% | -11.0% |
| 1Y | -4.7% | +65.1% | -69.7% | -13.5% |
| 3Y | +38.0% | +49.0% | -10.9% | +22.0% |
| 5Y | -2.7% | +30.3% | -33.0% | -14.4% |
| 10Y | +19.9% | +481.1% | -461.2% | -20.2% |
| All | +48.9% | +868.1% | -819.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling