-8.4%
FXI vs RACE
+64.4%
-72.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -4.2% | -1.2% | -3.0% | -3.8% |
| 30D | -1.1% | +6.1% | -7.3% | -3.1% |
| 3M | -4.0% | -0.3% | -3.7% | -4.1% |
| 6M | -11.8% | +23.4% | -35.3% | -18.7% |
| YTD | -11.9% | +12.5% | -24.4% | -16.6% |
| 1Y | -16.1% | -0.5% | -15.7% | -16.9% |
| 3Y | +38.8% | +23.6% | +15.2% | +16.4% |
| All | -8.4% | +64.4% | -72.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling