-2.8%
FXI vs OUST
-49.4%
+46.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +3.7% | +31.9% | -28.2% | +1.3% |
| 30D | +0.5% | -4.2% | +4.7% | +0.4% |
| 3M | -5.7% | -9.3% | +3.6% | -5.8% |
| 6M | -6.9% | +51.7% | -58.6% | -13.1% |
| YTD | -9.5% | +76.6% | -86.1% | -17.4% |
| 1Y | -14.0% | +48.9% | -62.9% | -20.7% |
| 3Y | +44.5% | +675.3% | -630.7% | +4.0% |
| 5Y | -2.8% | -44.0% | +41.2% | -10.2% |
| All | -2.8% | -49.4% | +46.7% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling