+209.3%
FXI vs PAYX
+665.5%
-456.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -3.9% | -4.9% | +1.0% | -1.1% |
| 30D | -2.1% | -3.8% | +1.7% | -0.2% |
| 3M | -0.5% | +17.9% | -18.3% | -10.5% |
| 6M | -4.5% | +26.1% | -30.6% | -18.4% |
| YTD | -9.2% | +6.7% | -16.0% | -15.1% |
| 1Y | -13.8% | -10.7% | -3.0% | -10.6% |
| 3Y | +36.6% | +7.0% | +29.6% | +21.2% |
| 5Y | -6.7% | +22.6% | -29.3% | -27.3% |
| 10Y | +14.8% | +166.5% | -151.7% | -55.9% |
| All | +209.3% | +665.5% | -456.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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