-8.4%
FXI vs PLUG
-97.5%
+89.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +1.0% |
| 7D | -4.2% | -23.4% | +19.2% | -1.9% |
| 30D | -1.1% | -23.4% | +22.3% | +1.1% |
| 3M | -4.0% | -51.7% | +47.8% | +2.3% |
| 6M | -11.8% | -72.0% | +60.1% | -1.6% |
| YTD | -11.9% | -43.7% | +31.7% | -9.6% |
| 1Y | -16.1% | -55.4% | +39.3% | -12.1% |
| 3Y | +38.8% | -68.0% | +106.8% | +33.5% |
| All | -8.4% | -97.5% | +89.1% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling