-17.0%
FXI vs Q
+68.3%
-85.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | -1.1% | -2.7% | +1.6% | -1.1% |
| 3M | -4.0% | -16.9% | +13.0% | -2.8% |
| 6M | -11.8% | -26.9% | +15.0% | -9.9% |
| YTD | -11.9% | +45.2% | -57.1% | -17.0% |
| 1Y | -16.1% | +38.1% | -54.3% | -21.0% |
| All | -17.0% | +68.3% | -85.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling