-8.4%
FXI vs ROIV
+380.3%
-388.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.4% |
| 30D | -1.1% | +17.6% | -18.7% | -2.7% |
| 3M | -4.0% | +9.0% | -12.9% | -5.1% |
| 6M | -11.8% | +35.3% | -47.1% | -14.9% |
| YTD | -11.9% | +82.2% | -94.1% | -17.8% |
| 1Y | -16.1% | +92.3% | -108.4% | -22.2% |
| 3Y | +38.8% | +336.8% | -298.0% | +17.8% |
| All | -8.4% | +380.3% | -388.7% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling