-0.7%
FXI vs REPL
-7.7%
+6.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -1.0% | -5.7% | +4.8% | -0.8% |
| 30D | -3.2% | +22.5% | -25.7% | -3.9% |
| 3M | +1.7% | +64.7% | -63.0% | -1.4% |
| 6M | -1.6% | +83.0% | -84.6% | -8.1% |
| YTD | -7.9% | +52.0% | -59.9% | -13.6% |
| 1Y | -9.6% | +144.5% | -154.2% | -18.8% |
| 3Y | +40.5% | -25.1% | +65.5% | +22.3% |
| 5Y | -6.2% | -52.9% | +46.6% | -17.5% |
| All | -0.7% | -7.7% | +6.9% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling