+213.4%
FXI vs RF
+72.1%
+141.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | +6.9% | -1.6% | +8.5% | +7.3% |
| 30D | +3.5% | +5.0% | -1.6% | +2.1% |
| 3M | -3.2% | -10.0% | +6.8% | -0.6% |
| 6M | -3.5% | +3.3% | -6.9% | -4.7% |
| YTD | -8.1% | +7.9% | -16.0% | -10.5% |
| 1Y | -10.5% | +21.2% | -31.8% | -15.6% |
| 3Y | +43.0% | +105.8% | -62.8% | +14.8% |
| 5Y | -0.1% | +43.7% | -43.8% | -13.8% |
| 10Y | +22.7% | +289.4% | -266.7% | -25.8% |
| All | +213.4% | +72.1% | +141.3% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling