+200.3%
FXI vs JBL
+1,284.0%
-1,083.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -4.2% | +6.3% | -10.5% | -6.3% |
| 30D | -1.1% | -13.5% | +12.4% | +3.1% |
| 3M | -4.0% | -31.3% | +27.4% | +7.2% |
| 6M | -11.8% | -28.4% | +16.6% | -4.3% |
| YTD | -11.9% | +11.6% | -23.5% | -19.1% |
| 1Y | -16.1% | +26.1% | -42.2% | -26.4% |
| 3Y | +38.8% | +97.4% | -58.6% | -2.3% |
| 5Y | -9.1% | +301.0% | -310.1% | -52.2% |
| 10Y | +18.4% | +1,151.1% | -1,132.7% | -62.7% |
| All | +200.3% | +1,284.0% | -1,083.7% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling