+23.4%
FXI vs P
+469.1%
-445.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | +5.7% | -23.8% | +29.5% | +9.3% |
| 30D | +4.6% | -36.6% | +41.2% | +10.8% |
| 3M | -2.8% | +10.9% | -13.7% | -5.9% |
| 6M | -6.1% | +30.0% | -36.1% | -12.3% |
| YTD | -8.0% | +44.4% | -52.4% | -16.1% |
| 1Y | -11.3% | +3.9% | -15.3% | -15.7% |
| 3Y | +42.6% | +176.6% | -133.9% | +9.0% |
| 5Y | -0.1% | +249.3% | -249.3% | -28.6% |
| 10Y | +22.7% | +726.9% | -704.2% | -27.9% |
| All | +23.4% | +469.1% | -445.7% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling