-11.8%
FXI vs ROIV
+232.7%
-244.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| YTD | -5.6% | +61.0% | -66.6% | -10.2% |
| 1Y | -4.7% | +177.9% | -182.5% | -13.8% |
| 3Y | +38.0% | +199.1% | -161.0% | +22.5% |
| 5Y | -2.7% | +250.7% | -253.4% | -20.2% |
| All | -11.8% | +232.7% | -244.4% | -26.6% |
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