+24.6%
FXI vs LYB
+631.6%
-606.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -3.7% | +1.5% | -5.2% | -4.3% |
| 3M | -0.4% | -0.3% | -0.1% | -0.8% |
| 6M | -5.4% | +0.1% | -5.5% | -7.6% |
| YTD | -9.6% | +53.4% | -63.1% | -24.2% |
| 1Y | -11.9% | +25.6% | -37.6% | -21.5% |
| 3Y | +37.8% | -21.3% | +59.1% | +41.3% |
| 5Y | -7.0% | -2.4% | -4.6% | -12.8% |
| 10Y | +14.3% | +48.8% | -34.4% | -17.6% |
| All | +24.6% | +631.6% | -606.9% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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