-11.3%
FXI vs OUST
-62.3%
+51.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.0% |
| 7D | -4.2% | +19.9% | -24.1% | -5.6% |
| 30D | -2.0% | +3.6% | -5.6% | -2.7% |
| 3M | -5.0% | -20.6% | +15.7% | -4.0% |
| 6M | -9.6% | +35.1% | -44.7% | -14.7% |
| YTD | -11.9% | +69.1% | -81.0% | -19.3% |
| 1Y | -16.7% | +49.9% | -66.6% | -23.0% |
| 3Y | +40.6% | +642.4% | -601.8% | +2.9% |
| 5Y | -9.1% | -48.3% | +39.2% | -19.7% |
| All | -11.3% | -62.3% | +51.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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