-4.9%
FXI vs REPL
-54.3%
+49.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.6% |
| 7D | +1.0% | -3.0% | +4.0% | +1.1% |
| 30D | -0.6% | +27.1% | -27.7% | -1.0% |
| 3M | +1.9% | +52.4% | -50.5% | +0.5% |
| 6M | -0.2% | +107.4% | -107.6% | -4.1% |
| YTD | -5.6% | +54.7% | -60.3% | -8.7% |
| 1Y | -4.7% | +158.9% | -163.5% | -10.2% |
| 3Y | +38.0% | -23.7% | +61.8% | +30.8% |
| All | -4.9% | -54.3% | +49.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling