+37.5%
FXI vs USAR
+74.0%
-36.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +1.0% | -2.1% | +3.2% | +1.1% |
| 30D | -0.6% | +2.6% | -3.2% | -0.6% |
| 3M | +1.9% | -35.0% | +36.9% | +2.4% |
| 6M | -0.2% | -6.9% | +6.7% | -0.3% |
| YTD | -5.6% | +48.0% | -53.6% | -6.2% |
| 1Y | -4.7% | +24.8% | -29.5% | -5.3% |
| 3Y | +38.0% | +73.2% | -35.2% | +36.4% |
| All | +37.5% | +74.0% | -36.5% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling