+14.2%
FXI vs USFD
+322.5%
-308.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | -1.0% | -3.3% | +2.4% | -0.3% |
| 30D | -3.2% | -5.3% | +2.1% | -2.2% |
| 3M | +1.7% | +18.8% | -17.1% | -2.0% |
| 6M | -1.6% | +14.3% | -15.8% | -4.5% |
| YTD | -7.9% | +36.9% | -44.8% | -14.2% |
| 1Y | -9.6% | +31.7% | -41.3% | -15.3% |
| 3Y | +40.5% | +164.5% | -124.0% | +13.5% |
| 5Y | -6.2% | +212.6% | -218.8% | -27.5% |
| 10Y | +14.2% | +329.7% | -315.6% | -21.2% |
| All | +14.2% | +322.5% | -308.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling