+38.8%
FXI vs FND
-39.5%
+78.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -4.2% | -6.8% | +2.6% | -3.3% |
| 30D | -1.1% | +8.0% | -9.1% | -2.4% |
| 3M | -4.0% | -18.9% | +15.0% | -1.5% |
| 6M | -11.8% | +4.7% | -16.5% | -13.8% |
| YTD | -11.9% | -21.6% | +9.7% | -10.2% |
| 1Y | -16.1% | -22.0% | +5.9% | -14.6% |
| 3Y | +38.8% | -40.4% | +79.2% | +36.9% |
| All | +38.8% | -39.5% | +78.3% | +36.9% |
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