+40.6%
FXI vs RF
+118.1%
-77.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -0.6% | +4.6% | -5.3% | -1.4% |
| 3M | -4.9% | -8.4% | +3.6% | -3.6% |
| 6M | -8.8% | +8.9% | -17.7% | -10.3% |
| YTD | -10.7% | +8.8% | -19.6% | -12.4% |
| 1Y | -15.2% | +18.9% | -34.2% | -18.1% |
| All | +40.6% | +118.1% | -77.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling