+15.0%
FXI vs URI
+1,196.9%
-1,181.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -2.8% | +5.0% | -7.8% | -3.8% |
| 30D | -5.3% | -9.4% | +4.1% | -3.4% |
| 3M | +0.3% | -5.8% | +6.2% | +1.1% |
| 6M | -4.6% | +25.8% | -30.4% | -10.6% |
| YTD | -9.1% | +27.9% | -37.0% | -15.7% |
| 1Y | -12.0% | +9.7% | -21.7% | -15.6% |
| 3Y | +38.6% | +128.0% | -89.3% | +8.7% |
| 5Y | -6.6% | +212.4% | -219.0% | -33.9% |
| 10Y | +15.0% | +1,271.8% | -1,256.8% | -40.3% |
| All | +15.0% | +1,196.9% | -1,181.9% | -40.3% |
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