+20.3%
FXI vs P
+691.2%
-670.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.7% | -13.3% | +17.0% | +5.5% |
| 30D | +0.5% | -34.0% | +34.5% | +6.0% |
| 3M | -5.7% | +4.1% | -9.8% | -7.9% |
| 6M | -6.9% | +30.5% | -37.4% | -13.3% |
| YTD | -9.5% | +52.2% | -61.6% | -18.3% |
| 1Y | -14.0% | +10.3% | -24.3% | -19.2% |
| 3Y | +44.5% | +180.9% | -136.3% | +8.8% |
| 5Y | -2.8% | +259.7% | -262.5% | -32.2% |
| 10Y | +20.3% | +652.6% | -632.3% | -31.8% |
| All | +20.3% | +691.2% | -670.8% | -31.8% |
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