+14.7%
FXI vs JBL
+1,558.3%
-1,543.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -1.0% |
| 7D | -3.9% | +2.4% | -6.3% | -4.5% |
| 30D | -2.1% | -13.1% | +11.0% | +1.4% |
| 3M | -0.5% | -15.6% | +15.1% | +3.2% |
| 6M | -4.5% | +24.6% | -29.1% | -12.2% |
| YTD | -9.2% | +39.6% | -48.8% | -19.6% |
| 1Y | -13.8% | +48.6% | -62.4% | -25.5% |
| 3Y | +36.6% | +197.3% | -160.7% | -10.0% |
| 5Y | -6.7% | +413.0% | -419.7% | -50.3% |
| All | +14.7% | +1,558.3% | -1,543.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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