-16.1%
FXI vs PL
+12.6%
-28.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -4.2% | +10.0% | -14.2% | -4.4% |
| 30D | -1.1% | -2.3% | +1.1% | -1.1% |
| 3M | -4.0% | -44.2% | +40.2% | -2.6% |
| 6M | -11.8% | -66.1% | +54.3% | -9.3% |
| YTD | -11.9% | -30.0% | +18.1% | -12.1% |
| 1Y | -16.1% | +21.0% | -37.2% | -17.6% |
| All | -16.1% | +12.6% | -28.7% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling