+14.2%
FXI vs RUN
+43.4%
-29.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.4% |
| 7D | -2.8% | -3.4% | +0.6% | -2.5% |
| 30D | -3.7% | -14.0% | +10.3% | -2.3% |
| 3M | -0.4% | -27.5% | +27.1% | +2.3% |
| 6M | -5.4% | -29.0% | +23.6% | -3.2% |
| YTD | -9.6% | -53.1% | +43.5% | -4.8% |
| 1Y | -11.9% | -46.7% | +34.8% | -9.2% |
| 3Y | +37.8% | -38.3% | +76.2% | +23.3% |
| 5Y | -7.0% | -80.7% | +73.6% | -9.9% |
| All | +14.2% | +43.4% | -29.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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