-0.4%
FXI vs URA
+25.3%
-25.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.0% |
| 7D | +5.7% | -4.1% | +9.8% | +6.6% |
| 30D | +4.6% | -19.0% | +23.6% | +9.6% |
| 3M | -2.8% | -25.1% | +22.4% | +3.3% |
| 6M | -6.1% | -44.5% | +38.4% | +6.9% |
| YTD | -8.0% | -24.3% | +16.3% | -4.5% |
| 1Y | -11.3% | -28.1% | +16.8% | -7.1% |
| 3Y | +42.6% | +40.7% | +2.0% | +17.5% |
| All | -0.4% | +25.3% | -25.7% | -21.7% |
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