-14.0%
FXI vs ROIV
+270.3%
-284.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | -0.5% |
| 7D | +5.7% | +5.3% | +0.3% | +5.2% |
| 30D | +4.6% | +11.9% | -7.3% | +3.5% |
| 3M | -2.8% | +10.7% | -13.5% | -3.9% |
| 6M | -6.1% | +34.9% | -41.0% | -9.1% |
| YTD | -8.0% | +79.2% | -87.2% | -13.5% |
| 1Y | -11.3% | +89.0% | -100.3% | -17.1% |
| 3Y | +42.6% | +337.3% | -294.7% | +23.1% |
| 5Y | -0.1% | +402.3% | -402.4% | -21.6% |
| All | -14.0% | +270.3% | -284.3% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling