+14.2%
FXI vs P
+712.4%
-698.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -1.0% | +7.8% | -8.8% | -2.1% |
| 30D | -3.2% | +12.3% | -15.6% | -5.4% |
| 3M | +1.7% | +37.1% | -35.4% | -4.3% |
| 6M | -1.6% | +66.1% | -67.6% | -10.9% |
| YTD | -7.9% | +50.9% | -58.8% | -15.7% |
| 1Y | -9.6% | +27.2% | -36.8% | -16.1% |
| 3Y | +40.5% | +158.7% | -118.2% | +8.8% |
| 5Y | -6.2% | +291.1% | -297.3% | -34.8% |
| 10Y | +14.2% | +715.0% | -700.8% | -33.8% |
| All | +14.2% | +712.4% | -698.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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