-17.6%
FXI vs S
-48.3%
+30.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -1.9% | +1.2% | -3.2% | -2.2% |
| 30D | -0.6% | -7.3% | +6.7% | 0.0% |
| 3M | -4.9% | +5.9% | -10.8% | -6.2% |
| 6M | -8.8% | +45.6% | -54.4% | -14.0% |
| YTD | -10.7% | +58.5% | -69.3% | -17.2% |
| 1Y | -15.2% | +37.6% | -52.9% | -20.1% |
| 3Y | +42.5% | +51.7% | -9.2% | +27.3% |
| 5Y | -7.8% | -67.5% | +59.7% | -8.1% |
| All | -17.6% | -48.3% | +30.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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