+200.3%
FXI vs OMC
+327.2%
-126.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -4.2% | +1.9% | -6.1% | -5.2% |
| 30D | -1.1% | +12.2% | -13.3% | -7.1% |
| 3M | -4.0% | +0.6% | -4.6% | -4.9% |
| 6M | -11.8% | +21.0% | -32.8% | -21.7% |
| YTD | -11.9% | +12.4% | -24.3% | -20.4% |
| 1Y | -16.1% | +25.4% | -41.5% | -29.0% |
| 3Y | +38.8% | +29.2% | +9.6% | +9.2% |
| 5Y | -9.1% | +52.6% | -61.7% | -38.7% |
| 10Y | +18.4% | +53.6% | -35.2% | -32.3% |
| All | +200.3% | +327.2% | -126.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling