+38.8%
FXI vs P
+203.4%
-164.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.5% |
| 7D | -4.2% | +17.8% | -22.0% | -5.3% |
| 30D | -2.0% | -29.9% | +27.8% | +0.3% |
| 3M | -5.0% | -1.2% | -3.8% | -5.6% |
| 6M | -9.6% | +32.1% | -41.8% | -13.0% |
| YTD | -11.9% | +64.3% | -76.2% | -17.3% |
| 1Y | -16.7% | +24.3% | -40.9% | -20.4% |
| All | +38.8% | +203.4% | -164.6% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling