+200.3%
FXI vs FTI
+1,108.9%
-908.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -4.2% | +4.3% | -8.5% | -5.5% |
| 30D | -1.1% | -4.7% | +3.5% | -0.1% |
| 3M | -4.0% | -13.5% | +9.6% | -0.1% |
| 6M | -11.8% | -8.7% | -3.1% | -10.4% |
| YTD | -11.9% | +49.0% | -60.9% | -23.8% |
| 1Y | -16.1% | +54.0% | -70.1% | -28.3% |
| 3Y | +38.8% | +211.6% | -172.8% | -9.1% |
| 5Y | -9.1% | +881.9% | -890.9% | -62.6% |
| 10Y | +18.4% | +188.1% | -169.7% | -38.1% |
| All | +200.3% | +1,108.9% | -908.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling