-9.6%
FXI vs REPL
+136.7%
-146.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -1.0% | -5.7% | +4.8% | -0.9% |
| 30D | -3.2% | +22.5% | -25.7% | -3.3% |
| 3M | +1.7% | +64.7% | -63.0% | +1.3% |
| 6M | -1.6% | +83.0% | -84.6% | -2.6% |
| YTD | -7.9% | +52.0% | -59.9% | -8.8% |
| 1Y | -9.6% | +144.5% | -154.2% | -11.6% |
| All | -9.6% | +136.7% | -146.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling