-7.4%
FXI vs OUST
-68.5%
+61.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.0% | +10.0% | +1.7% |
| 7D | +6.9% | -5.0% | +11.9% | +7.2% |
| 30D | +3.5% | -32.0% | +35.5% | +6.2% |
| 3M | -3.2% | -32.4% | +29.2% | -1.0% |
| 6M | -3.5% | +6.7% | -10.2% | -7.3% |
| YTD | -8.1% | +41.0% | -49.1% | -14.5% |
| 1Y | -10.5% | +18.0% | -28.5% | -15.8% |
| 3Y | +43.0% | +560.6% | -517.6% | +5.4% |
| 5Y | -0.1% | -55.1% | +55.0% | -10.9% |
| All | -7.4% | -68.5% | +61.1% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling