-4.9%
FXI vs PL
+82.7%
-87.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +1.0% | -9.3% | +10.4% | +1.9% |
| 30D | -0.6% | -18.9% | +18.4% | +1.2% |
| 3M | +1.9% | -58.4% | +60.3% | +9.4% |
| 6M | -0.2% | -30.3% | +30.1% | +0.5% |
| YTD | -5.6% | -8.1% | +2.5% | -8.3% |
| 1Y | -4.7% | +180.5% | -185.2% | -19.9% |
| 3Y | +38.0% | +444.1% | -406.1% | -0.7% |
| All | -4.9% | +82.7% | -87.6% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling