-1.2%
FXI vs PL
+9.4%
-10.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.1% | +11.1% | +1.9% |
| 7D | +6.9% | -20.5% | +27.4% | +8.9% |
| 30D | +3.5% | -38.8% | +42.2% | +7.8% |
| 3M | -3.2% | -49.1% | +46.0% | +2.4% |
| 6M | -3.5% | -69.4% | +65.8% | +5.6% |
| YTD | -8.1% | -42.3% | +34.3% | -7.2% |
| 1Y | -10.5% | -14.2% | +3.7% | -14.2% |
| 3Y | +43.0% | +398.7% | -355.7% | +1.3% |
| All | -1.2% | +9.4% | -10.6% | -22.4% |
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