-6.2%
FXI vs ONTO
+258.3%
-264.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.3% | -3.2% |
| 7D | -1.0% | +9.7% | -10.6% | -2.4% |
| 30D | -3.2% | -8.8% | +5.6% | -2.4% |
| 3M | +1.7% | +4.5% | -2.8% | -1.6% |
| 6M | -1.6% | +56.4% | -58.0% | -12.1% |
| YTD | -7.9% | +78.1% | -86.0% | -20.0% |
| 1Y | -9.6% | +171.3% | -180.9% | -27.9% |
| 3Y | +40.5% | +118.7% | -78.2% | +5.0% |
| 5Y | -6.2% | +269.4% | -275.6% | -43.0% |
| All | -6.2% | +258.3% | -264.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling