+209.3%
FXI vs TEVA
+92.8%
+116.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | -3.9% | +2.0% | -5.9% | -4.3% |
| 30D | -2.1% | +1.0% | -3.1% | -2.4% |
| 3M | -0.5% | +7.3% | -7.8% | -2.5% |
| 6M | -4.5% | +21.7% | -26.3% | -9.6% |
| YTD | -9.2% | +18.8% | -28.1% | -13.7% |
| 1Y | -13.8% | +86.5% | -100.3% | -26.9% |
| 3Y | +36.6% | +269.4% | -232.8% | -6.4% |
| 5Y | -6.7% | +303.6% | -310.3% | -40.1% |
| 10Y | +14.8% | -22.9% | +37.8% | +10.4% |
| All | +209.3% | +92.8% | +116.5% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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