+20.3%
FXI vs ROL
+211.1%
-190.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.7% | +3.4% | +0.3% | +2.9% |
| 30D | +0.5% | +20.8% | -20.3% | -3.7% |
| 3M | -5.7% | +3.7% | -9.4% | -6.6% |
| 6M | -6.9% | -27.7% | +20.8% | -0.4% |
| YTD | -9.5% | -34.9% | +25.5% | -1.1% |
| 1Y | -14.0% | -33.3% | +19.3% | -6.6% |
| 3Y | +44.5% | +4.3% | +40.2% | +38.9% |
| 5Y | -2.8% | +15.0% | -17.8% | -10.6% |
| 10Y | +20.3% | +214.7% | -194.3% | -19.3% |
| All | +20.3% | +211.1% | -190.8% | -19.3% |
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