-11.9%
FXI vs FTI
+89.8%
-101.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -2.8% | -5.6% | +2.8% | -2.2% |
| 30D | -3.7% | +0.4% | -4.1% | -3.7% |
| 3M | -0.4% | +8.1% | -8.5% | -1.6% |
| 6M | -5.4% | +16.7% | -22.1% | -8.5% |
| YTD | -9.6% | +70.0% | -79.6% | -18.7% |
| 1Y | -11.9% | +85.4% | -97.4% | -25.5% |
| All | -11.9% | +89.8% | -101.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling