+15.0%
FXI vs URA
+369.2%
-354.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | -2.8% | +5.7% | -8.5% | -4.3% |
| 30D | -5.3% | +5.6% | -10.9% | -7.0% |
| 3M | +0.3% | +6.2% | -5.9% | -2.1% |
| 6M | -4.6% | -8.2% | +3.7% | -3.8% |
| YTD | -9.1% | +9.7% | -18.8% | -13.7% |
| 1Y | -12.0% | +17.0% | -28.9% | -19.3% |
| 3Y | +38.6% | +118.5% | -79.8% | +1.0% |
| 5Y | -6.6% | +134.3% | -140.9% | -36.8% |
| 10Y | +15.0% | +377.5% | -362.5% | -43.2% |
| All | +15.0% | +369.2% | -354.2% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling