+20.3%
FXI vs URA
+289.1%
-268.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.2% |
| 7D | +3.7% | +0.3% | +3.4% | +3.5% |
| 30D | +0.5% | -14.8% | +15.3% | +4.6% |
| 3M | -5.7% | -25.3% | +19.6% | +1.2% |
| 6M | -6.9% | -39.9% | +33.0% | +5.2% |
| YTD | -9.5% | -22.4% | +13.0% | -6.2% |
| 1Y | -14.0% | -29.0% | +15.0% | -9.0% |
| 3Y | +44.5% | +41.0% | +3.6% | +18.8% |
| 5Y | -2.8% | +38.3% | -41.1% | -22.8% |
| 10Y | +20.3% | +276.1% | -255.7% | -39.9% |
| All | +20.3% | +289.1% | -268.7% | -39.9% |
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