+200.3%
FXI vs UL
+587.6%
-387.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.2% | -2.5% | -1.7% | -2.8% |
| 30D | -2.0% | +5.7% | -7.7% | -5.4% |
| 3M | -5.0% | +7.0% | -12.0% | -9.1% |
| 6M | -9.6% | +16.1% | -25.7% | -18.4% |
| YTD | -11.9% | +3.6% | -15.5% | -15.6% |
| 1Y | -16.7% | -1.4% | -15.3% | -18.0% |
| 3Y | +40.6% | +34.1% | +6.6% | +11.4% |
| 5Y | -9.1% | +32.0% | -41.1% | -29.6% |
| 10Y | +18.4% | +104.7% | -86.3% | -40.7% |
| All | +200.3% | +587.6% | -387.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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