+16.2%
FXI vs RUN
-31.9%
+48.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | +1.3% | -0.2% | +0.9% |
| 30D | -0.6% | -15.3% | +14.7% | +0.9% |
| 3M | +1.9% | -40.0% | +41.9% | +6.5% |
| 6M | -0.2% | -27.0% | +26.8% | +1.7% |
| YTD | -5.6% | -51.7% | +46.1% | -1.1% |
| 1Y | -4.7% | -45.9% | +41.2% | -2.1% |
| 3Y | +38.0% | -43.8% | +81.8% | +26.2% |
| 5Y | -2.7% | -80.5% | +77.8% | -5.6% |
| 10Y | +19.9% | +45.3% | -25.3% | -11.9% |
| All | +16.2% | -31.9% | +48.1% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling