-8.4%
FXI vs USFD
+215.4%
-223.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.7% |
| 30D | -1.1% | +10.2% | -11.3% | -3.9% |
| 3M | -4.0% | -1.5% | -2.5% | -3.8% |
| 6M | -11.8% | +27.3% | -39.2% | -18.5% |
| YTD | -11.9% | +44.0% | -55.9% | -22.6% |
| 1Y | -16.1% | +50.4% | -66.5% | -27.5% |
| 3Y | +38.8% | +153.6% | -114.8% | -3.2% |
| All | -8.4% | +215.4% | -223.8% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling