+213.9%
FXI vs OMC
+289.9%
-76.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.5% |
| 7D | -1.0% | -5.8% | +4.8% | +1.9% |
| 30D | -3.2% | -4.8% | +1.6% | -1.1% |
| 3M | +1.7% | +9.2% | -7.5% | -4.2% |
| 6M | -1.6% | -2.5% | +0.9% | -2.0% |
| YTD | -7.9% | +2.6% | -10.5% | -12.4% |
| 1Y | -9.6% | +5.9% | -15.6% | -16.4% |
| 3Y | +40.5% | +14.2% | +26.3% | +18.4% |
| 5Y | -6.2% | +33.2% | -39.5% | -31.9% |
| 10Y | +14.2% | +33.4% | -19.2% | -28.3% |
| All | +213.9% | +289.9% | -76.0% | -19.1% |
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