+204.2%
FXI vs ROL
+2,273.3%
-2,069.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.9% | +0.8% | -2.7% | -2.3% |
| 30D | -0.6% | +20.6% | -21.2% | -8.9% |
| 3M | -4.9% | +4.5% | -9.4% | -7.3% |
| 6M | -8.8% | -26.5% | +17.7% | +3.3% |
| YTD | -10.7% | -34.8% | +24.1% | +6.0% |
| 1Y | -15.2% | -33.2% | +17.9% | -0.6% |
| 3Y | +42.5% | +4.5% | +38.0% | +31.6% |
| 5Y | -7.8% | +15.5% | -23.4% | -22.1% |
| 10Y | +20.0% | +217.2% | -197.3% | -47.9% |
| All | +204.2% | +2,273.3% | -2,069.1% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling