-9.6%
FXI vs ROIV
+221.6%
-231.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.8% | -21.2% | -3.1% |
| 7D | -1.0% | +20.2% | -21.1% | -1.7% |
| 30D | -3.2% | +14.1% | -17.4% | -3.7% |
| 3M | +1.7% | +45.6% | -43.9% | -1.3% |
| 6M | -1.6% | +44.1% | -45.7% | -4.6% |
| YTD | -7.9% | +91.2% | -99.1% | -14.2% |
| 1Y | -9.6% | +221.3% | -230.9% | -27.0% |
| All | -9.6% | +221.6% | -231.2% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling