+14.2%
FXI vs ROST
+308.3%
-294.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -3.7% | -10.3% | +6.6% | -1.1% |
| 3M | -0.4% | -2.6% | +2.2% | +0.1% |
| 6M | -5.4% | +6.5% | -11.9% | -7.4% |
| YTD | -9.6% | +25.9% | -35.5% | -15.4% |
| 1Y | -11.9% | +52.3% | -64.3% | -21.6% |
| 3Y | +37.8% | +94.6% | -56.7% | +13.9% |
| 5Y | -7.0% | +111.1% | -118.2% | -26.8% |
| All | +14.2% | +308.3% | -294.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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