-10.5%
FXI vs OMC
+24.5%
-35.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.8% |
| 7D | +6.6% | +12.5% | -6.0% | +5.8% |
| 30D | +2.2% | +16.3% | -14.1% | +1.2% |
| 3M | -4.7% | +8.1% | -12.8% | -5.4% |
| 6M | -4.7% | +17.2% | -21.8% | -6.0% |
| YTD | -9.0% | +11.8% | -20.7% | -9.9% |
| 1Y | -10.5% | +23.9% | -34.5% | -12.7% |
| All | -10.5% | +24.5% | -35.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling