-15.1%
FXI vs S
-52.7%
+37.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +5.7% | -13.4% | +19.1% | +7.3% |
| 30D | +4.6% | -14.0% | +18.6% | +6.2% |
| 3M | -2.8% | +4.9% | -7.6% | -4.1% |
| 6M | -6.1% | +42.0% | -48.1% | -11.2% |
| YTD | -8.0% | +45.1% | -53.2% | -13.8% |
| 1Y | -11.3% | +33.1% | -44.4% | -16.1% |
| 3Y | +42.6% | +40.6% | +2.0% | +28.5% |
| 5Y | -0.1% | -67.5% | +67.4% | +0.2% |
| All | -15.1% | -52.7% | +37.5% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling