-15.2%
FXI vs USAR
-52.4%
+37.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.6% |
| 7D | -1.9% | +0.8% | -2.7% | -2.0% |
| 30D | -0.6% | -30.1% | +29.4% | +0.7% |
| 3M | -4.9% | -56.3% | +51.4% | -1.8% |
| 6M | -8.8% | -68.6% | +59.8% | -4.7% |
| YTD | -10.7% | -30.5% | +19.8% | -11.3% |
| 1Y | -15.2% | -53.5% | +38.2% | -15.2% |
| All | -15.2% | -52.4% | +37.2% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling