-19.4%
FXI vs PL
+40.9%
-60.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.2% | +10.0% | -14.2% | -5.1% |
| 30D | -1.1% | -2.3% | +1.1% | -1.2% |
| 3M | -4.0% | -44.2% | +40.2% | +0.6% |
| 6M | -11.8% | -66.1% | +54.3% | -4.3% |
| YTD | -11.9% | -30.0% | +18.1% | -12.7% |
| 1Y | -16.1% | +21.0% | -37.2% | -22.3% |
| 3Y | +38.8% | +516.5% | -477.7% | -3.7% |
| 5Y | -9.1% | +32.0% | -41.1% | -30.0% |
| All | -19.4% | +40.9% | -60.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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