-3.8%
FXI vs REPL
+36.1%
-39.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.2% |
| 7D | -1.9% | +5.3% | -7.2% | -2.1% |
| 30D | -0.6% | +66.6% | -67.3% | -2.4% |
| 3M | -4.9% | +59.6% | -64.4% | -6.5% |
| 6M | -8.8% | +482.4% | -491.1% | -16.6% |
| YTD | -10.7% | +124.1% | -134.8% | -17.4% |
| 1Y | -15.2% | +138.6% | -153.8% | -21.8% |
| 3Y | +42.5% | +96.0% | -53.6% | +15.8% |
| 5Y | -7.8% | -35.4% | +27.6% | -19.4% |
| All | -3.8% | +36.1% | -39.9% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling