-2.8%
FXI vs PL
+36.0%
-38.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +3.7% | +5.6% | -1.9% | +2.9% |
| 30D | +0.5% | -16.9% | +17.4% | +1.8% |
| 3M | -5.7% | -38.2% | +32.5% | -2.1% |
| 6M | -6.9% | -63.4% | +56.5% | +0.3% |
| YTD | -9.5% | -27.6% | +18.2% | -10.6% |
| 1Y | -14.0% | +6.6% | -20.6% | -19.2% |
| 3Y | +44.5% | +557.6% | -513.1% | -0.5% |
| 5Y | -2.8% | +39.5% | -42.3% | -24.7% |
| All | -2.8% | +36.0% | -38.8% | -24.7% |
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