+20.0%
FXI vs URA
+277.9%
-257.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | -1.9% | +2.9% | -4.8% | -2.9% |
| 30D | -0.6% | -10.8% | +10.2% | +2.1% |
| 3M | -4.9% | -25.5% | +20.6% | +2.1% |
| 6M | -8.8% | -41.2% | +32.4% | +3.7% |
| YTD | -10.7% | -21.3% | +10.5% | -7.9% |
| 1Y | -15.2% | -25.7% | +10.5% | -11.5% |
| 3Y | +42.5% | +43.1% | -0.6% | +16.5% |
| 5Y | -7.8% | +35.6% | -43.4% | -26.4% |
| 10Y | +20.0% | +281.3% | -261.3% | -40.8% |
| All | +20.0% | +277.9% | -257.9% | -40.8% |
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