+38.8%
FXI vs PLUG
-63.0%
+101.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.8% | +7.5% | -0.7% |
| 7D | -4.2% | -8.1% | +4.0% | -3.7% |
| 30D | -2.0% | -20.5% | +18.5% | -0.7% |
| 3M | -5.0% | -45.9% | +40.9% | -1.5% |
| 6M | -9.6% | -65.2% | +55.5% | -3.9% |
| YTD | -11.9% | -37.1% | +25.2% | -10.8% |
| 1Y | -16.7% | -54.6% | +37.9% | -13.9% |
| All | +38.8% | -63.0% | +101.8% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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