+36.0%
FXI vs ONON
-10.5%
+46.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.8% | -5.3% | +2.5% | -2.3% |
| 30D | -3.7% | -13.1% | +9.5% | -2.5% |
| 3M | -0.4% | -29.3% | +28.9% | +2.4% |
| 6M | -5.4% | -34.5% | +29.1% | -2.5% |
| YTD | -9.6% | -42.2% | +32.6% | -5.9% |
| 1Y | -11.9% | -37.3% | +25.4% | -9.0% |
| All | +36.0% | -10.5% | +46.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling