-14.1%
FXI vs Q
+77.9%
-92.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.9% | -7.7% | -1.2% |
| 7D | +4.4% | +8.4% | -4.1% | +3.8% |
| 30D | +1.2% | -1.2% | +2.4% | +1.2% |
| 3M | -4.2% | -9.3% | +5.1% | -3.7% |
| 6M | -6.2% | -15.0% | +8.8% | -5.8% |
| YTD | -8.8% | +53.5% | -62.3% | -14.4% |
| 1Y | -11.6% | +35.9% | -47.5% | -16.9% |
| All | -14.1% | +77.9% | -92.0% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling