+15.0%
FXI vs ROP
+132.1%
-117.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.8% |
| 7D | -2.8% | -6.1% | +3.3% | -0.7% |
| 30D | -5.3% | -3.4% | -2.0% | -4.3% |
| 3M | +0.3% | +16.7% | -16.3% | -5.6% |
| 6M | -4.6% | +8.1% | -12.6% | -8.0% |
| YTD | -9.1% | -11.7% | +2.6% | -5.9% |
| 1Y | -12.0% | -24.2% | +12.3% | -3.4% |
| 3Y | +38.6% | -19.0% | +57.6% | +46.1% |
| 5Y | -6.6% | -15.9% | +9.3% | -4.5% |
| 10Y | +15.0% | +135.7% | -120.7% | -29.8% |
| All | +15.0% | +132.1% | -117.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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