+221.8%
FXI vs UL
+568.6%
-346.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +1.0% | -1.3% | +2.4% | +1.9% |
| 30D | -0.6% | +0.5% | -1.0% | -0.9% |
| 3M | +1.9% | +17.6% | -15.7% | -8.4% |
| 6M | -0.2% | -5.4% | +5.2% | +1.9% |
| YTD | -5.6% | +0.7% | -6.3% | -7.7% |
| 1Y | -4.7% | -9.3% | +4.6% | -1.2% |
| 3Y | +38.0% | +24.5% | +13.5% | +14.7% |
| 5Y | -2.7% | +23.2% | -25.9% | -21.1% |
| 10Y | +19.9% | +64.5% | -44.6% | -28.6% |
| All | +221.8% | +568.6% | -346.8% | -28.7% |
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