-3.6%
FXI vs ONON
-22.6%
+18.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -3.9% | -2.1% | -1.8% | -3.5% |
| 30D | -2.1% | -11.6% | +9.5% | -0.2% |
| 3M | -0.5% | -30.1% | +29.6% | +4.8% |
| 6M | -4.5% | -30.5% | +26.0% | +0.1% |
| YTD | -9.2% | -41.0% | +31.8% | -2.5% |
| 1Y | -13.8% | -36.7% | +22.9% | -8.9% |
| 3Y | +36.6% | -8.6% | +45.2% | +28.3% |
| All | -3.6% | -22.6% | +18.9% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling