+132.1%
FXI vs UAL
+246.2%
-114.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 6M | -6.1% | +12.7% | -18.8% | -8.8% |
| YTD | -8.0% | +0.8% | -8.9% | -9.7% |
| 1Y | -11.3% | +17.8% | -29.1% | -15.3% |
| 3Y | +42.6% | +206.7% | -164.1% | +11.9% |
| 5Y | -0.1% | +113.9% | -113.9% | -19.0% |
| 10Y | +22.7% | +97.0% | -74.3% | -9.3% |
| All | +132.1% | +246.2% | -114.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling