-1.2%
FXI vs UAL
+109.3%
-110.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +5.7% | +8.2% | -2.5% | +4.2% |
| 30D | +4.6% | +2.3% | +2.2% | +4.0% |
| 3M | -2.8% | -12.7% | +9.9% | -0.8% |
| 6M | -6.1% | +12.7% | -18.8% | -9.1% |
| YTD | -8.0% | +0.8% | -8.9% | -9.9% |
| 1Y | -11.3% | +17.8% | -29.1% | -15.9% |
| 3Y | +42.6% | +206.7% | -164.1% | +2.8% |
| All | -1.2% | +109.3% | -110.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 5y: compounded portfolio wealth divided by compounded UAL 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…
5y analysis · Full analysis span regression · 6 months rolling