+34.1%
FXI vs USAR
+74.5%
-40.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.0% |
| 30D | -3.2% | -8.6% | +5.4% | -3.1% |
| 3M | +1.7% | -20.5% | +22.2% | +1.9% |
| 6M | -1.6% | +1.2% | -2.8% | -1.7% |
| YTD | -7.9% | +48.4% | -56.3% | -8.5% |
| 1Y | -9.6% | +30.6% | -40.2% | -10.2% |
| 3Y | +40.5% | +73.6% | -33.2% | +38.5% |
| All | +34.1% | +74.5% | -40.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling