-11.3%
FXI vs RACE
+3.3%
-14.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +5.7% | +5.1% | +0.6% | +4.9% |
| 30D | +4.6% | +7.7% | -3.1% | +3.5% |
| 3M | -2.8% | +2.2% | -5.0% | -3.2% |
| 6M | -6.1% | +23.8% | -29.8% | -9.5% |
| YTD | -8.0% | +13.9% | -21.9% | -10.3% |
| 1Y | -11.3% | +3.8% | -15.1% | -12.6% |
| All | -11.3% | +3.3% | -14.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling