-5.1%
FXI vs REPL
+37.4%
-42.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -4.2% | +9.8% | -14.0% | -4.5% |
| 30D | -2.0% | +81.5% | -83.5% | -4.0% |
| 3M | -5.0% | +44.2% | -49.2% | -6.2% |
| 6M | -9.6% | +437.4% | -447.0% | -17.1% |
| YTD | -11.9% | +126.1% | -138.0% | -18.5% |
| 1Y | -16.7% | +143.1% | -159.8% | -23.2% |
| 3Y | +40.6% | +97.8% | -57.2% | +14.3% |
| 5Y | -9.1% | -34.3% | +25.2% | -20.6% |
| All | -5.1% | +37.4% | -42.4% | -28.1% |
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