-1.2%
FXI vs TRU
+238.0%
-239.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.5% | +3.1% |
| 7D | +1.0% | -6.8% | +7.8% | +2.8% |
| 30D | -0.6% | 0.0% | -0.6% | -0.8% |
| 3M | +1.9% | +13.3% | -11.4% | -2.2% |
| 6M | -0.2% | +3.4% | -3.6% | -2.3% |
| YTD | -5.6% | -6.4% | +0.8% | -5.7% |
| 1Y | -4.7% | -9.7% | +5.0% | -4.4% |
| 3Y | +38.0% | +0.1% | +37.9% | +28.4% |
| 5Y | -2.7% | -34.0% | +31.4% | +1.8% |
| 10Y | +19.9% | +147.9% | -128.0% | -26.0% |
| All | -1.2% | +238.0% | -239.2% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling