+221.8%
FXI vs ROP
+1,389.2%
-1,167.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +3.7% |
| 7D | +1.0% | -4.4% | +5.5% | +3.7% |
| 30D | -0.6% | +3.2% | -3.8% | -2.7% |
| 3M | +1.9% | +23.1% | -21.1% | -11.4% |
| 6M | -0.2% | +13.3% | -13.5% | -9.5% |
| YTD | -5.6% | -7.9% | +2.3% | -3.9% |
| 1Y | -4.7% | -22.1% | +17.4% | +7.4% |
| 3Y | +38.0% | -16.8% | +54.8% | +45.5% |
| 5Y | -2.7% | -13.5% | +10.9% | -2.7% |
| 10Y | +19.9% | +137.7% | -117.8% | -47.7% |
| All | +221.8% | +1,389.2% | -1,167.4% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling