-10.5%
FXI vs TAP
+4.4%
-14.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.1% |
| 7D | +6.6% | +9.9% | -3.4% | +6.1% |
| 30D | +2.2% | +18.1% | -15.9% | +1.4% |
| 3M | -4.7% | +3.2% | -7.9% | -4.9% |
| 6M | -4.7% | +8.4% | -13.1% | -4.9% |
| YTD | -9.0% | -4.4% | -4.6% | -9.6% |
| 1Y | -10.5% | +3.2% | -13.8% | -11.6% |
| All | -10.5% | +4.4% | -14.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling