-4.9%
FXI vs URA
+128.0%
-132.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +1.0% | +1.1% | 0.0% | +0.8% |
| 30D | -0.6% | +7.4% | -7.9% | -2.4% |
| 3M | +1.9% | -8.4% | +10.3% | +3.4% |
| 6M | -0.2% | -12.7% | +12.5% | +1.8% |
| YTD | -5.6% | +7.8% | -13.4% | -9.3% |
| 1Y | -4.7% | +19.5% | -24.1% | -12.1% |
| 3Y | +38.0% | +116.4% | -78.4% | +4.2% |
| All | -4.9% | +128.0% | -132.9% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling