-6.6%
FXI vs FTV
+1.8%
-8.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | -5.3% | -9.5% | +4.2% | -2.2% |
| 3M | +0.3% | -10.9% | +11.3% | +3.8% |
| 6M | -4.6% | -0.6% | -3.9% | -5.4% |
| YTD | -9.1% | +1.4% | -10.5% | -11.1% |
| 1Y | -12.0% | +17.6% | -29.6% | -19.2% |
| 3Y | +38.6% | -3.3% | +41.9% | +35.1% |
| 5Y | -6.6% | -0.1% | -6.4% | -17.9% |
| All | -6.6% | +1.8% | -8.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling