+38.8%
FXI vs ONTO
+56.0%
-17.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -4.2% | +34.4% | -38.6% | -6.6% |
| 30D | -2.0% | -20.4% | +18.4% | -0.4% |
| 3M | -5.0% | -37.8% | +32.9% | -1.5% |
| 6M | -9.6% | -24.6% | +14.9% | -9.6% |
| YTD | -11.9% | +32.8% | -44.7% | -18.2% |
| 1Y | -16.7% | +54.7% | -71.4% | -24.1% |
| All | +38.8% | +56.0% | -17.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling