+14.7%
FXI vs ITOT
+303.4%
-288.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -3.9% | -0.9% | -3.0% | -3.2% |
| 30D | -2.1% | -1.5% | -0.6% | -1.0% |
| 3M | -0.5% | +3.6% | -4.0% | -3.3% |
| 6M | -4.5% | +13.7% | -18.2% | -13.8% |
| YTD | -9.2% | +12.9% | -22.2% | -17.7% |
| 1Y | -13.8% | +17.2% | -31.0% | -24.0% |
| 3Y | +36.6% | +75.6% | -39.1% | -13.5% |
| 5Y | -6.7% | +75.5% | -82.1% | -41.2% |
| All | +14.7% | +303.4% | -288.8% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling