-11.9%
FXI vs FND
-45.8%
+33.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -2.8% | -5.1% | +2.3% | -2.4% |
| 30D | -3.7% | -22.5% | +18.9% | -1.7% |
| 3M | -0.4% | -5.0% | +4.6% | -1.0% |
| 6M | -5.4% | -21.5% | +16.1% | -3.7% |
| YTD | -9.6% | -23.0% | +13.4% | -8.6% |
| 1Y | -11.9% | -44.9% | +33.0% | -5.4% |
| All | -11.9% | -45.8% | +33.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling