+21.0%
FXI vs RACE
+647.6%
-626.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | +1.0% | -2.5% | +3.6% | +1.9% |
| 30D | -0.6% | +0.8% | -1.3% | -0.9% |
| 3M | +1.9% | +17.2% | -15.2% | -4.2% |
| 6M | -0.2% | +13.6% | -13.8% | -5.6% |
| YTD | -5.6% | +12.2% | -17.8% | -10.7% |
| 1Y | -4.7% | -16.3% | +11.6% | -0.5% |
| 3Y | +38.0% | +36.4% | +1.6% | +15.1% |
| 5Y | -2.7% | +95.0% | -97.6% | -30.9% |
| 10Y | +19.9% | +813.2% | -793.3% | -52.2% |
| All | +21.0% | +647.6% | -626.6% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling