+8.4%
FXI vs FND
+61.4%
-53.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.5% |
| 7D | -4.2% | -5.1% | +1.0% | -3.3% |
| 30D | -2.0% | +9.2% | -11.2% | -3.8% |
| 3M | -5.0% | -17.7% | +12.7% | -2.0% |
| 6M | -9.6% | +2.5% | -12.1% | -11.4% |
| YTD | -11.9% | -19.8% | +7.9% | -10.2% |
| 1Y | -16.7% | -22.7% | +6.0% | -14.6% |
| 3Y | +40.6% | -38.3% | +78.9% | +45.8% |
| 5Y | -9.1% | -63.0% | +53.9% | -0.1% |
| All | +8.4% | +61.4% | -53.0% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling