+15.0%
FXI vs QSR
+206.0%
-190.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.1% |
| 30D | -5.3% | +5.7% | -11.0% | -7.0% |
| 3M | +0.3% | +6.9% | -6.6% | -2.0% |
| 6M | -4.6% | +6.9% | -11.4% | -7.2% |
| YTD | -9.1% | +14.9% | -24.0% | -13.8% |
| 1Y | -12.0% | +29.1% | -41.1% | -19.7% |
| 3Y | +38.6% | +26.1% | +12.5% | +26.0% |
| 5Y | -6.6% | +42.3% | -48.9% | -19.1% |
| 10Y | +15.0% | +134.0% | -119.0% | -19.7% |
| All | +15.0% | +206.0% | -190.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling