+210.8%
FXI vs M
+104.1%
+106.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.1% | -8.9% | -2.7% |
| 7D | +4.4% | +2.5% | +1.8% | +3.5% |
| 30D | +1.2% | +10.1% | -8.8% | -1.3% |
| 3M | -4.2% | -0.9% | -3.2% | -4.5% |
| 6M | -6.2% | +30.2% | -36.4% | -12.9% |
| YTD | -8.8% | +16.3% | -25.1% | -13.6% |
| 1Y | -11.6% | +27.0% | -38.6% | -18.2% |
| 3Y | +45.1% | +154.5% | -109.4% | +6.3% |
| 5Y | -1.2% | -1.1% | -0.1% | -14.6% |
| 10Y | +20.1% | +0.5% | +19.6% | -16.7% |
| All | +210.8% | +104.1% | +106.7% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling