-8.4%
FXI vs RUN
-85.3%
+76.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -4.2% | -13.5% | +9.3% | -3.1% |
| 30D | -1.1% | +18.3% | -19.4% | -2.8% |
| 3M | -4.0% | -12.5% | +8.5% | -3.3% |
| 6M | -11.8% | -40.3% | +28.5% | -8.7% |
| YTD | -11.9% | -53.1% | +41.2% | -8.2% |
| 1Y | -16.1% | -54.3% | +38.1% | -12.6% |
| 3Y | +38.8% | -6.5% | +45.3% | +19.4% |
| All | -8.4% | -85.3% | +76.9% | -7.8% |
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