+11.2%
FXI vs FND
+54.9%
-43.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.8% | -5.1% | +2.3% | -1.9% |
| 30D | -3.7% | -22.5% | +18.9% | +0.7% |
| 3M | -0.4% | -5.0% | +4.6% | -0.4% |
| 6M | -5.4% | -21.5% | +16.1% | -2.5% |
| YTD | -9.6% | -23.0% | +13.4% | -6.9% |
| 1Y | -11.9% | -44.9% | +33.0% | -3.6% |
| 3Y | +37.8% | -50.0% | +87.8% | +49.1% |
| 5Y | -7.0% | -63.3% | +56.3% | +2.5% |
| All | +11.2% | +54.9% | -43.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling