-9.1%
FXI vs ROST
+116.0%
-125.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -4.2% | +0.9% | -5.0% | -4.4% |
| 30D | -2.0% | +5.1% | -7.1% | -3.3% |
| 3M | -5.0% | -4.3% | -0.7% | -4.2% |
| 6M | -9.6% | +9.4% | -19.1% | -12.1% |
| YTD | -11.9% | +32.5% | -44.4% | -18.6% |
| 1Y | -16.7% | +46.9% | -63.5% | -25.1% |
| 3Y | +40.6% | +98.1% | -57.5% | +15.3% |
| 5Y | -9.1% | +116.9% | -126.0% | -31.9% |
| All | -9.1% | +116.0% | -125.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling