+45.0%
FXI vs FIVE
+822.5%
-777.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 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% | -12.7% |
| 1Y | -11.3% | +59.9% | -71.3% | -19.1% |
| 3Y | +42.6% | +35.8% | +6.9% | +28.0% |
| 5Y | -0.1% | +14.4% | -14.5% | -10.1% |
| 10Y | +22.7% | +576.1% | -553.4% | -19.9% |
| All | +45.0% | +822.5% | -777.4% | -12.5% |
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 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