-12.0%
FXI vs USAR
+25.8%
-37.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -2.8% | -4.4% | +1.6% | -2.6% |
| 30D | -5.3% | -10.4% | +5.1% | -5.0% |
| 3M | +0.3% | -18.4% | +18.7% | +0.8% |
| 6M | -4.6% | -8.8% | +4.2% | -4.8% |
| YTD | -9.1% | +43.4% | -52.5% | -10.8% |
| 1Y | -12.0% | +21.0% | -33.0% | -12.5% |
| All | -12.0% | +25.8% | -37.8% | -12.5% |
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