-11.9%
FXI vs RUN
-46.7%
+34.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.5% |
| 7D | -2.8% | -3.4% | +0.6% | -2.6% |
| 30D | -3.7% | -14.0% | +10.3% | -2.9% |
| 3M | -0.4% | -27.5% | +27.1% | +1.2% |
| 6M | -5.4% | -29.0% | +23.6% | -4.3% |
| YTD | -9.6% | -53.1% | +43.5% | -7.3% |
| 1Y | -11.9% | -46.7% | +34.8% | -9.1% |
| All | -11.9% | -46.7% | +34.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling