+20.1%
FXI vs RF
+277.2%
-257.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +1.2% | +7.0% | -5.8% | -0.4% |
| 3M | -4.2% | -7.0% | +2.8% | -2.7% |
| 6M | -6.2% | +6.8% | -13.0% | -8.0% |
| YTD | -8.8% | +9.9% | -18.7% | -11.3% |
| 1Y | -11.6% | +21.1% | -32.7% | -16.1% |
| 3Y | +45.1% | +119.6% | -74.5% | +16.9% |
| 5Y | -1.2% | +46.2% | -47.4% | -13.8% |
| 10Y | +20.1% | +261.5% | -241.5% | -14.1% |
| All | +20.1% | +277.2% | -257.1% | -14.1% |
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