-6.2%
FXI vs ROL
-2.9%
-3.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -2.1% |
| 7D | -1.0% | -3.4% | +2.5% | -0.4% |
| 30D | -3.2% | -6.9% | +3.7% | -2.2% |
| 3M | +1.7% | -24.6% | +26.3% | +5.8% |
| 6M | -1.6% | -39.5% | +38.0% | +5.9% |
| YTD | -7.9% | -41.1% | +33.2% | -0.7% |
| 1Y | -9.6% | -37.9% | +28.3% | -3.5% |
| 3Y | +40.5% | +0.8% | +39.7% | +36.9% |
| 5Y | -6.2% | -4.7% | -1.6% | -12.3% |
| All | -6.2% | -2.9% | -3.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling