-6.6%
FXI vs OMC
+29.1%
-35.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.6% |
| 7D | -2.8% | -4.2% | +1.4% | -2.0% |
| 30D | -5.3% | -7.5% | +2.2% | -3.9% |
| 3M | +0.3% | +4.6% | -4.3% | -1.1% |
| 6M | -4.6% | -4.8% | +0.3% | -4.2% |
| YTD | -9.1% | -1.0% | -8.1% | -9.8% |
| 1Y | -12.0% | +3.8% | -15.8% | -14.1% |
| 3Y | +38.6% | +10.2% | +28.4% | +27.8% |
| 5Y | -6.6% | +29.7% | -36.3% | -20.0% |
| All | -6.6% | +29.1% | -35.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling