+213.9%
FXI vs JBL
+1,600.1%
-1,386.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -1.0% | +4.4% | -5.4% | -2.4% |
| 30D | -3.2% | -8.4% | +5.2% | -0.8% |
| 3M | +1.7% | -14.2% | +15.8% | +5.5% |
| 6M | -1.6% | +29.6% | -31.2% | -12.3% |
| YTD | -7.9% | +37.1% | -45.0% | -20.0% |
| 1Y | -9.6% | +49.5% | -59.1% | -24.5% |
| 3Y | +40.5% | +192.7% | -152.2% | -13.6% |
| 5Y | -6.2% | +411.3% | -417.6% | -54.1% |
| 10Y | +14.2% | +1,447.6% | -1,433.5% | -66.1% |
| All | +213.9% | +1,600.1% | -1,386.2% | -38.8% |
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