-8.4%
FXI vs OUST
-53.0%
+44.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.6% |
| 7D | -4.2% | -3.8% | -0.4% | -4.0% |
| 30D | -1.1% | +5.1% | -6.2% | -1.9% |
| 3M | -4.0% | -25.8% | +21.9% | -2.6% |
| 6M | -11.8% | -2.0% | -9.8% | -14.4% |
| YTD | -11.9% | +54.7% | -66.6% | -18.9% |
| 1Y | -16.1% | +48.8% | -64.9% | -22.7% |
| 3Y | +38.8% | +607.8% | -569.0% | +0.4% |
| All | -8.4% | -53.0% | +44.7% | -15.6% |
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