+32.4%
FXI vs USAR
+68.6%
-36.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -2.8% | -4.4% | +1.6% | -2.7% |
| 30D | -5.3% | -10.4% | +5.1% | -5.2% |
| 3M | +0.3% | -18.4% | +18.7% | +0.5% |
| 6M | -4.6% | -8.8% | +4.2% | -4.6% |
| YTD | -9.1% | +43.4% | -52.5% | -9.6% |
| 1Y | -12.0% | +21.0% | -33.0% | -12.5% |
| 3Y | +38.6% | +67.7% | -29.1% | +36.8% |
| All | +32.4% | +68.6% | -36.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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