+19.2%
FXI vs URI
+1,173.3%
-1,154.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -4.2% | +6.7% | -10.9% | -5.6% |
| 30D | -1.1% | +8.9% | -10.0% | -3.2% |
| 3M | -4.0% | +0.5% | -4.5% | -4.6% |
| 6M | -11.8% | +20.7% | -32.5% | -16.4% |
| YTD | -11.9% | +40.0% | -51.9% | -20.4% |
| 1Y | -16.1% | +34.4% | -50.5% | -23.5% |
| 3Y | +38.8% | +149.5% | -110.7% | +5.4% |
| 5Y | -9.1% | +205.6% | -214.6% | -36.2% |
| All | +19.2% | +1,173.3% | -1,154.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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