+45.1%
FXI vs USAR
-14.5%
+59.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -0.9% |
| 7D | +4.4% | -1.1% | +5.4% | +4.4% |
| 30D | +1.2% | -30.3% | +31.5% | +1.8% |
| 3M | -4.2% | -54.7% | +50.5% | -3.1% |
| 6M | -6.2% | -67.5% | +61.3% | -4.8% |
| YTD | -8.8% | -26.4% | +17.6% | -8.4% |
| 1Y | -11.6% | -49.5% | +37.9% | -11.1% |
| 3Y | +45.1% | -14.5% | +59.6% | +30.6% |
| All | +45.1% | -14.5% | +59.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling