-13.8%
FXI vs ROKU
+62.9%
-76.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.9% | -0.4% | -3.4% | -3.8% |
| 30D | -2.1% | +2.1% | -4.2% | -2.4% |
| 3M | -0.5% | +29.5% | -30.0% | -4.3% |
| 6M | -4.5% | +53.8% | -58.3% | -11.3% |
| YTD | -9.2% | +42.8% | -52.1% | -14.2% |
| 1Y | -13.8% | +60.7% | -74.5% | -21.4% |
| All | -13.8% | +62.9% | -76.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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