+36.0%
FXI vs TRU
-2.2%
+38.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -2.8% | -9.4% | +6.6% | -1.5% |
| 30D | -3.7% | -4.1% | +0.4% | -3.2% |
| 3M | -0.4% | +13.6% | -14.0% | -2.6% |
| 6M | -5.4% | +3.6% | -9.0% | -6.4% |
| YTD | -9.6% | -9.8% | +0.2% | -9.0% |
| 1Y | -11.9% | -13.6% | +1.7% | -10.9% |
| All | +36.0% | -2.2% | +38.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling