-14.8%
FXI vs ROIV
+287.3%
-302.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.2% |
| 7D | +4.4% | +13.3% | -9.0% | +3.2% |
| 30D | +1.2% | +14.8% | -13.5% | 0.0% |
| 3M | -4.2% | +11.9% | -16.1% | -5.4% |
| 6M | -6.2% | +42.4% | -48.6% | -9.6% |
| YTD | -8.8% | +87.4% | -96.2% | -14.6% |
| 1Y | -11.6% | +97.2% | -108.9% | -17.6% |
| 3Y | +45.1% | +375.7% | -330.5% | +24.4% |
| 5Y | -1.2% | +379.0% | -380.2% | -22.7% |
| All | -14.8% | +287.3% | -302.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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