+211.9%
FXI vs MKTX
+1,445.1%
-1,233.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -2.8% | +0.3% | -3.0% | -2.9% |
| 30D | -5.3% | +1.0% | -6.3% | -5.6% |
| 3M | +0.3% | +40.8% | -40.5% | -10.1% |
| 6M | -4.6% | -10.9% | +6.3% | -3.1% |
| YTD | -9.1% | -8.6% | -0.5% | -8.6% |
| 1Y | -12.0% | -11.6% | -0.4% | -11.0% |
| 3Y | +38.6% | -24.5% | +63.2% | +41.7% |
| 5Y | -6.6% | -60.7% | +54.1% | +12.8% |
| 10Y | +15.0% | +5.1% | +9.9% | -5.3% |
| All | +211.9% | +1,445.1% | -1,233.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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