-7.0%
FXI vs QS
-75.8%
+68.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.8% | -5.0% | +2.2% | -2.3% |
| 30D | -3.7% | -18.3% | +14.6% | -1.7% |
| 3M | -0.4% | -26.0% | +25.6% | +2.1% |
| 6M | -5.4% | -24.0% | +18.6% | -3.9% |
| YTD | -9.6% | -50.3% | +40.7% | -4.2% |
| 1Y | -11.9% | -38.0% | +26.0% | -10.9% |
| 3Y | +37.8% | -24.6% | +62.4% | +24.7% |
| 5Y | -7.0% | -75.4% | +68.4% | -7.8% |
| All | -7.0% | -75.8% | +68.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling