-1.7%
FXI vs REPL
+39.1%
-40.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | +4.4% | +14.2% | -9.8% | +3.9% |
| 30D | +1.2% | +65.9% | -64.6% | -0.5% |
| 3M | -4.2% | +84.6% | -88.8% | -6.2% |
| 6M | -6.2% | +446.9% | -453.2% | -14.1% |
| YTD | -8.8% | +129.0% | -137.8% | -15.6% |
| 1Y | -11.6% | +167.9% | -179.5% | -18.9% |
| 3Y | +45.1% | +93.9% | -48.8% | +18.3% |
| 5Y | -1.2% | -33.0% | +31.8% | -13.8% |
| All | -1.7% | +39.1% | -40.8% | -25.6% |
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