-1.4%
FXI vs OPEN
-86.9%
+85.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +4.4% | -21.7% | +26.0% | +5.8% |
| 30D | +1.2% | -36.5% | +37.7% | +3.9% |
| 3M | -4.2% | -59.5% | +55.4% | +1.3% |
| 6M | -6.2% | -71.9% | +65.6% | +1.1% |
| YTD | -8.8% | -75.8% | +67.0% | -1.3% |
| 1Y | -11.6% | -78.5% | +66.9% | -4.0% |
| 3Y | +45.1% | -30.2% | +75.3% | +28.7% |
| 5Y | -1.2% | -93.3% | +92.1% | -1.5% |
| All | -1.4% | -86.9% | +85.5% | -2.1% |
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