+200.3%
FXI vs ROST
+4,667.2%
-4,467.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -1.1% | +0.5% | -1.6% | -1.5% |
| 3M | -4.0% | -5.2% | +1.3% | -2.4% |
| 6M | -11.8% | +9.8% | -21.7% | -15.7% |
| YTD | -11.9% | +29.4% | -41.3% | -21.3% |
| 1Y | -16.1% | +44.4% | -60.5% | -28.3% |
| 3Y | +38.8% | +95.0% | -56.2% | +3.7% |
| 5Y | -9.1% | +111.9% | -120.9% | -37.0% |
| 10Y | +18.4% | +301.2% | -282.8% | -45.8% |
| All | +200.3% | +4,667.2% | -4,467.0% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling