-8.2%
FXI vs OUST
-60.2%
+52.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.7% | -1.7% |
| 7D | +4.4% | +36.7% | -32.3% | +1.7% |
| 30D | +1.2% | -3.3% | +4.6% | +1.0% |
| 3M | -4.2% | -11.1% | +7.0% | -4.1% |
| 6M | -6.2% | +53.1% | -59.3% | -12.4% |
| YTD | -8.8% | +78.2% | -87.0% | -16.7% |
| 1Y | -11.6% | +50.0% | -61.6% | -18.4% |
| 3Y | +45.1% | +836.2% | -791.0% | +3.7% |
| 5Y | -1.2% | -50.0% | +48.8% | -12.6% |
| All | -8.2% | -60.2% | +52.1% | -15.9% |
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