+200.3%
FXI vs UL
+595.0%
-394.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -4.2% | +1.1% | -5.3% | -4.8% |
| 30D | -1.1% | +4.5% | -5.6% | -3.9% |
| 3M | -4.0% | +6.5% | -10.4% | -7.8% |
| 6M | -11.8% | +18.2% | -30.0% | -21.3% |
| YTD | -11.9% | +4.7% | -16.6% | -16.1% |
| 1Y | -16.1% | +0.8% | -16.9% | -18.5% |
| 3Y | +38.8% | +35.9% | +2.9% | +9.0% |
| 5Y | -9.1% | +33.4% | -42.5% | -30.0% |
| 10Y | +18.4% | +106.9% | -88.5% | -41.0% |
| All | +200.3% | +595.0% | -394.7% | -35.2% |
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