-3.5%
FXI vs ONTO
+661.2%
-664.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | -2.8% | +6.5% | -9.3% | -4.0% |
| 30D | -3.7% | -15.9% | +12.2% | -1.0% |
| 3M | -0.4% | -0.2% | -0.3% | -3.4% |
| 6M | -5.4% | +38.7% | -44.2% | -15.2% |
| YTD | -9.6% | +70.4% | -80.0% | -22.9% |
| 1Y | -11.9% | +153.6% | -165.5% | -31.7% |
| 3Y | +37.8% | +109.2% | -71.3% | 0.0% |
| 5Y | -7.0% | +249.7% | -256.8% | -45.3% |
| All | -3.5% | +661.2% | -664.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling