-13.8%
FXI vs JBL
+47.2%
-61.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.3% |
| 7D | -3.9% | +2.4% | -6.3% | -4.2% |
| 30D | -2.1% | -13.1% | +11.0% | -0.3% |
| 3M | -0.5% | -15.6% | +15.1% | +2.0% |
| 6M | -4.5% | +24.6% | -29.1% | -10.2% |
| YTD | -9.2% | +39.6% | -48.8% | -16.5% |
| 1Y | -13.8% | +48.6% | -62.4% | -22.7% |
| All | -13.8% | +47.2% | -61.0% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling