+221.8%
FXI vs ROL
+2,100.8%
-1,879.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +1.0% | -1.4% | +2.5% | +1.7% |
| 30D | -0.6% | -4.1% | +3.5% | +1.3% |
| 3M | +1.9% | -22.5% | +24.4% | +13.6% |
| 6M | -0.2% | -37.7% | +37.5% | +22.3% |
| YTD | -5.6% | -39.6% | +34.0% | +16.7% |
| 1Y | -4.7% | -36.0% | +31.4% | +14.0% |
| 3Y | +38.0% | -5.1% | +43.2% | +33.4% |
| 5Y | -2.7% | -3.4% | +0.7% | -10.5% |
| 10Y | +19.9% | +215.2% | -195.3% | -48.2% |
| All | +221.8% | +2,100.8% | -1,879.1% | -51.9% |
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