+36.0%
FXI vs ROKU
+82.2%
-46.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | -3.7% | +2.1% | -5.8% | -3.9% |
| 3M | -0.4% | +31.8% | -32.2% | -3.6% |
| 6M | -5.4% | +53.3% | -58.7% | -10.1% |
| YTD | -9.6% | +42.1% | -51.7% | -13.6% |
| 1Y | -11.9% | +62.3% | -74.3% | -17.1% |
| All | +36.0% | +82.2% | -46.2% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling