+36.6%
FXI vs FRSH
-46.4%
+83.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -6.6% | +2.7% | -3.3% |
| 30D | -2.1% | +2.1% | -4.2% | -2.4% |
| 3M | -0.5% | +29.0% | -29.4% | -3.2% |
| 6M | -4.5% | +48.6% | -53.2% | -8.8% |
| YTD | -9.2% | -2.9% | -6.3% | -9.0% |
| 1Y | -13.8% | -7.9% | -5.9% | -13.0% |
| 3Y | +36.6% | -46.5% | +83.1% | +45.2% |
| All | +36.6% | -46.4% | +83.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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