+14.7%
FXI vs TRU
+147.2%
-132.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -3.9% | -2.7% | -1.1% | -3.2% |
| 30D | -2.1% | -2.0% | -0.1% | -1.8% |
| 3M | -0.5% | +18.4% | -18.9% | -5.4% |
| 6M | -4.5% | +8.9% | -13.4% | -7.7% |
| YTD | -9.2% | -8.9% | -0.3% | -8.7% |
| 1Y | -13.8% | -15.9% | +2.1% | -11.8% |
| 3Y | +36.6% | -1.1% | +37.7% | +27.9% |
| 5Y | -6.7% | -35.2% | +28.5% | -1.9% |
| All | +14.7% | +147.2% | -132.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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