+38.8%
FXI vs PL
+536.4%
-497.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -4.2% | +10.0% | -14.2% | -4.8% |
| 30D | -1.1% | -2.3% | +1.1% | -1.2% |
| 3M | -4.0% | -44.2% | +40.2% | -0.9% |
| 6M | -11.8% | -66.1% | +54.3% | -6.7% |
| YTD | -11.9% | -30.0% | +18.1% | -12.5% |
| 1Y | -16.1% | +21.0% | -37.2% | -20.5% |
| 3Y | +38.8% | +516.5% | -477.7% | +7.3% |
| All | +38.8% | +536.4% | -497.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling