+36.6%
FXI vs QS
-24.6%
+61.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -3.9% | -3.6% | -0.2% | -3.6% |
| 30D | -2.1% | -17.2% | +15.1% | -0.8% |
| 3M | -0.5% | -27.0% | +26.5% | +1.4% |
| 6M | -4.5% | -24.6% | +20.0% | -3.4% |
| YTD | -9.2% | -49.3% | +40.1% | -5.8% |
| 1Y | -13.8% | -40.3% | +26.6% | -12.7% |
| 3Y | +36.6% | -23.8% | +60.4% | +29.5% |
| All | +36.6% | -24.6% | +61.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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