+13.3%
FXI vs FND
+58.4%
-45.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.6% |
| 7D | -1.0% | +0.4% | -1.3% | -1.0% |
| 30D | -3.2% | -23.6% | +20.3% | +1.4% |
| 3M | +1.7% | +4.3% | -2.7% | -0.1% |
| 6M | -1.6% | -20.3% | +18.7% | +1.2% |
| YTD | -7.9% | -21.3% | +13.4% | -5.5% |
| 1Y | -9.6% | -45.4% | +35.8% | -0.9% |
| 3Y | +40.5% | -48.9% | +89.3% | +51.3% |
| 5Y | -6.2% | -61.0% | +54.8% | +2.2% |
| All | +13.3% | +58.4% | -45.1% | -6.2% |
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