-2.0%
FXI vs REPL
-9.7%
+7.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -2.8% | -9.6% | +6.8% | -2.5% |
| 30D | -5.3% | +5.7% | -11.0% | -5.5% |
| 3M | +0.3% | +56.4% | -56.0% | -2.6% |
| 6M | -4.6% | +67.4% | -72.0% | -10.6% |
| YTD | -9.1% | +48.7% | -57.8% | -14.6% |
| 1Y | -12.0% | +148.3% | -160.2% | -21.0% |
| 3Y | +38.6% | -26.7% | +65.3% | +20.8% |
| 5Y | -6.6% | -54.1% | +47.6% | -17.7% |
| All | -2.0% | -9.7% | +7.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded REPL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling