-13.4%
FXI vs ROIV
+101.7%
-115.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.9% |
| 7D | +4.4% | +13.3% | -9.0% | +4.0% |
| 30D | +1.2% | +14.8% | -13.5% | +0.9% |
| 3M | -4.2% | +11.9% | -16.1% | -4.4% |
| 6M | -6.2% | +42.4% | -48.6% | -8.3% |
| YTD | -8.8% | +87.4% | -96.2% | -13.5% |
| All | -13.4% | +101.7% | -115.1% | -18.2% |
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 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