+19.2%
FXI vs P
+652.0%
-632.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -4.2% | +11.6% | -15.8% | -5.8% |
| 30D | -1.1% | -23.7% | +22.6% | +2.1% |
| 3M | -4.0% | -8.0% | +4.0% | -4.2% |
| 6M | -11.8% | +27.9% | -39.7% | -17.5% |
| YTD | -11.9% | +61.2% | -73.1% | -21.2% |
| 1Y | -16.1% | +28.6% | -44.7% | -23.1% |
| 3Y | +38.8% | +200.5% | -161.7% | +3.2% |
| 5Y | -9.1% | +282.9% | -292.0% | -37.3% |
| All | +19.2% | +652.0% | -632.9% | -32.2% |
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