+14.7%
FXI vs SHAK
+87.2%
-72.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | -3.9% | -8.3% | +4.4% | -2.7% |
| 30D | -2.1% | -12.6% | +10.5% | -0.3% |
| 3M | -0.5% | +9.1% | -9.6% | -2.1% |
| 6M | -4.5% | -31.2% | +26.7% | -0.9% |
| YTD | -9.2% | -21.6% | +12.3% | -7.9% |
| 1Y | -13.8% | -38.8% | +25.0% | -9.4% |
| 3Y | +36.6% | +0.6% | +36.0% | +27.0% |
| 5Y | -6.7% | -22.5% | +15.9% | -13.0% |
| All | +14.7% | +87.2% | -72.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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