+20.3%
FXI vs RF
+248.4%
-228.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.7% | +0.3% | +3.3% | +3.6% |
| 30D | +0.5% | +6.2% | -5.7% | -0.9% |
| 3M | -5.7% | -7.8% | +2.1% | -4.0% |
| 6M | -6.9% | +5.9% | -12.8% | -8.5% |
| YTD | -9.5% | +9.0% | -18.5% | -11.8% |
| 1Y | -14.0% | +19.3% | -33.3% | -18.1% |
| 3Y | +44.5% | +116.4% | -71.9% | +16.7% |
| 5Y | -2.8% | +46.0% | -48.8% | -15.2% |
| 10Y | +20.3% | +239.8% | -219.5% | -15.1% |
| All | +20.3% | +248.4% | -228.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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