-6.5%
FXI vs RUN
-81.0%
+74.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -3.9% | -3.7% | -0.2% | -3.6% |
| 30D | -2.1% | -13.0% | +10.9% | -1.0% |
| 3M | -0.5% | -31.8% | +31.3% | +2.5% |
| 6M | -4.5% | -32.2% | +27.7% | -2.2% |
| YTD | -9.2% | -53.5% | +44.2% | -4.9% |
| 1Y | -13.8% | -46.5% | +32.8% | -11.5% |
| 3Y | +36.6% | -37.6% | +74.2% | +23.0% |
| All | -6.5% | -81.0% | +74.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling