+15.0%
FXI vs M
-7.1%
+22.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.8% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -5.3% | -13.6% | +8.3% | -3.7% |
| 3M | +0.3% | -2.3% | +2.6% | +0.4% |
| 6M | -4.6% | +21.9% | -26.5% | -7.1% |
| YTD | -9.1% | -0.6% | -8.5% | -9.6% |
| 1Y | -12.0% | +29.7% | -41.7% | -15.3% |
| 3Y | +38.6% | +107.3% | -68.6% | +22.7% |
| 5Y | -6.6% | +20.5% | -27.1% | -14.3% |
| 10Y | +15.0% | -6.1% | +21.1% | -3.6% |
| All | +15.0% | -7.1% | +22.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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