-1.2%
FXI vs PL
+20.8%
-22.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.3% | -0.9% |
| 7D | +5.7% | -6.8% | +12.5% | +6.1% |
| 30D | +4.6% | -29.3% | +33.9% | +7.6% |
| 3M | -2.8% | -44.8% | +42.0% | +2.0% |
| 6M | -6.1% | -68.4% | +62.3% | +2.5% |
| YTD | -8.0% | -36.4% | +28.3% | -8.1% |
| 1Y | -11.3% | +0.7% | -12.0% | -16.3% |
| 3Y | +42.6% | +455.3% | -412.7% | 0.0% |
| All | -1.2% | +20.8% | -22.0% | -23.1% |
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