+19.2%
FXI vs RF
+223.4%
-204.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -4.2% | +1.9% | -6.1% | -4.6% |
| 30D | -1.1% | +7.3% | -8.4% | -2.8% |
| 3M | -4.0% | -7.9% | +4.0% | -2.2% |
| 6M | -11.8% | +10.5% | -22.4% | -14.2% |
| YTD | -11.9% | +9.6% | -21.6% | -14.3% |
| 1Y | -16.1% | +20.3% | -36.4% | -20.2% |
| 3Y | +38.8% | +119.5% | -80.7% | +11.5% |
| 5Y | -9.1% | +48.2% | -57.3% | -21.1% |
| All | +19.2% | +223.4% | -204.2% | -17.9% |
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