+221.8%
FXI vs ROST
+4,637.7%
-4,415.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | -0.6% | -8.9% | +8.3% | +2.9% |
| 3M | +1.9% | -0.8% | +2.7% | +1.9% |
| 6M | -0.2% | +8.5% | -8.7% | -4.1% |
| YTD | -5.6% | +28.6% | -34.2% | -15.2% |
| 1Y | -4.7% | +52.3% | -57.0% | -20.0% |
| 3Y | +38.0% | +94.8% | -56.8% | +3.3% |
| 5Y | -2.7% | +110.8% | -113.4% | -32.5% |
| 10Y | +19.9% | +304.5% | -284.6% | -45.3% |
| All | +221.8% | +4,637.7% | -4,415.9% | -62.8% |
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