+210.8%
FXI vs TAP
+104.8%
+106.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +4.4% | -7.8% | +12.2% | +7.3% |
| 30D | +1.2% | +7.1% | -5.9% | -1.6% |
| 3M | -4.2% | -7.0% | +2.9% | -2.3% |
| 6M | -6.2% | -3.8% | -2.4% | -6.0% |
| YTD | -8.8% | -11.7% | +2.9% | -6.4% |
| 1Y | -11.6% | -10.1% | -1.5% | -10.0% |
| 3Y | +45.1% | -23.7% | +68.8% | +53.1% |
| 5Y | -1.2% | +2.9% | -4.1% | -10.2% |
| 10Y | +20.1% | -49.5% | +69.6% | +38.4% |
| All | +210.8% | +104.8% | +106.0% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling