+19.2%
FXI vs ROL
+221.5%
-202.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | -4.2% | +3.0% | -7.2% | -4.8% |
| 30D | -1.1% | +19.8% | -20.9% | -5.0% |
| 3M | -4.0% | +7.9% | -11.9% | -5.7% |
| 6M | -11.8% | -25.6% | +13.8% | -6.3% |
| YTD | -11.9% | -34.1% | +22.2% | -4.0% |
| 1Y | -16.1% | -31.4% | +15.3% | -9.5% |
| 3Y | +38.8% | +4.7% | +34.1% | +33.3% |
| 5Y | -9.1% | +15.6% | -24.7% | -16.5% |
| All | +19.2% | +221.5% | -202.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling