+43.8%
FXI vs ROIV
+201.4%
-157.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | -0.6% | +1.0% | -1.5% | -0.7% |
| 3M | +1.9% | +18.3% | -16.4% | -0.2% |
| 6M | -0.2% | +18.3% | -18.5% | -2.5% |
| YTD | -5.6% | +61.0% | -66.6% | -11.5% |
| 1Y | -4.7% | +177.9% | -182.5% | -16.8% |
| All | +43.8% | +201.4% | -157.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling