+36.8%
FXI vs FND
-50.0%
+86.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -5.3% | -19.6% | +14.3% | -2.5% |
| 3M | +0.3% | -4.3% | +4.7% | +0.1% |
| 6M | -4.6% | -20.4% | +15.9% | -2.3% |
| YTD | -9.1% | -21.9% | +12.8% | -7.1% |
| 1Y | -12.0% | -45.2% | +33.2% | -4.6% |
| All | +36.8% | -50.0% | +86.9% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling