-6.2%
FXI vs ROP
-14.2%
+8.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.8% |
| 7D | -1.0% | -5.4% | +4.5% | +0.4% |
| 30D | -3.2% | -1.6% | -1.6% | -2.9% |
| 3M | +1.7% | +18.8% | -17.2% | -3.1% |
| 6M | -1.6% | +8.2% | -9.8% | -4.0% |
| YTD | -7.9% | -10.5% | +2.6% | -4.8% |
| 1Y | -9.6% | -23.7% | +14.1% | -1.3% |
| 3Y | +40.5% | -17.9% | +58.3% | +46.8% |
| 5Y | -6.2% | -15.3% | +9.1% | -7.9% |
| All | -6.2% | -14.2% | +8.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling