-4.7%
FXI vs UMAC
+164.0%
-168.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.6% |
| 7D | +1.0% | -0.9% | +2.0% | +1.1% |
| 30D | -0.6% | -7.7% | +7.1% | -0.6% |
| 3M | +1.9% | -26.4% | +28.4% | +2.3% |
| 6M | -0.2% | +61.9% | -62.0% | -3.8% |
| YTD | -5.6% | +86.5% | -92.1% | -10.5% |
| 1Y | -4.7% | +156.3% | -161.0% | -9.6% |
| All | -4.7% | +164.0% | -168.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling