+19.2%
FXI vs TAP
-46.0%
+65.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | -1.1% | +5.7% | -6.8% | -2.3% |
| 3M | -4.0% | -1.9% | -2.0% | -3.9% |
| 6M | -11.8% | +0.9% | -12.8% | -12.4% |
| YTD | -11.9% | -9.5% | -2.4% | -11.0% |
| 1Y | -16.1% | -9.0% | -7.2% | -15.4% |
| 3Y | +38.8% | -22.2% | +61.0% | +42.9% |
| 5Y | -9.1% | +1.2% | -10.3% | -12.7% |
| All | +19.2% | -46.0% | +65.1% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling