-1.2%
FXI vs REPL
-35.6%
+34.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | +5.7% | +22.8% | -17.1% | +5.3% |
| 30D | +4.6% | +63.8% | -59.2% | +3.7% |
| 3M | -2.8% | +68.1% | -70.9% | -3.7% |
| 6M | -6.1% | +528.5% | -534.6% | -10.6% |
| YTD | -8.0% | +122.4% | -130.5% | -11.6% |
| 1Y | -11.3% | +154.4% | -165.7% | -15.0% |
| 3Y | +42.6% | +68.0% | -25.3% | +27.1% |
| All | -1.2% | -35.6% | +34.4% | -8.4% |
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