-6.6%
FXI vs FND
-61.3%
+54.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +0.3% | -4.3% | +4.7% | +0.2% |
| 6M | -4.6% | -20.4% | +15.9% | -1.9% |
| YTD | -9.1% | -21.9% | +12.8% | -6.6% |
| 1Y | -12.0% | -45.2% | +33.2% | -3.4% |
| 3Y | +38.6% | -49.2% | +87.9% | +49.3% |
| 5Y | -6.6% | -61.8% | +55.2% | +3.1% |
| All | -6.6% | -61.3% | +54.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling