+213.4%
FXI vs M
+88.8%
+124.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.1% |
| 7D | +5.7% | -4.3% | +9.9% | +6.6% |
| 30D | +4.6% | +1.3% | +3.3% | +4.0% |
| 3M | -2.8% | -7.4% | +4.6% | -1.5% |
| 6M | -6.1% | +18.3% | -24.4% | -10.7% |
| YTD | -8.0% | +7.6% | -15.6% | -11.2% |
| 1Y | -11.3% | +17.4% | -28.7% | -16.4% |
| 3Y | +42.6% | +108.4% | -65.7% | +9.7% |
| 5Y | -0.1% | -10.6% | +10.5% | -11.4% |
| 10Y | +22.7% | -3.2% | +25.9% | -14.7% |
| All | +213.4% | +88.8% | +124.6% | +30.4% |
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