-14.0%
FXI vs TAP
-9.9%
-4.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +3.7% | -4.5% | +8.2% | +3.9% |
| 30D | +0.5% | +7.5% | -7.0% | +0.2% |
| 3M | -5.7% | -4.9% | -0.8% | -5.5% |
| 6M | -6.9% | -3.5% | -3.4% | -6.8% |
| YTD | -9.5% | -11.4% | +2.0% | -10.1% |
| 1Y | -14.0% | -10.8% | -3.2% | -14.9% |
| All | -14.0% | -9.9% | -4.1% | -14.9% |
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