+2.1%
FXI vs OPEN
-70.7%
+72.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +1.0% | -4.3% | +5.3% | +1.3% |
| 30D | -0.6% | -16.2% | +15.7% | +0.5% |
| 3M | +1.9% | -36.4% | +38.3% | +4.6% |
| 6M | -0.2% | -35.5% | +35.3% | +2.1% |
| YTD | -5.6% | -46.0% | +40.4% | -2.7% |
| 1Y | -4.7% | -47.1% | +42.5% | -4.3% |
| 3Y | +38.0% | -19.0% | +57.0% | +23.3% |
| 5Y | -2.7% | -83.6% | +80.9% | -8.3% |
| All | +2.1% | -70.7% | +72.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 all: compounded portfolio wealth divided by compounded OPEN 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…
all analysis · Full analysis span regression · 6 months rolling