+40.9%
FXI vs USFD
+329.0%
-288.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | -3.0% | +4.1% | +1.6% |
| 30D | -0.6% | +3.5% | -4.1% | -1.3% |
| 3M | +1.9% | +26.6% | -24.7% | -3.0% |
| 6M | -0.2% | +11.7% | -11.9% | -2.7% |
| YTD | -5.6% | +38.1% | -43.7% | -12.1% |
| 1Y | -4.7% | +33.4% | -38.0% | -10.8% |
| 3Y | +38.0% | +155.8% | -117.8% | +12.4% |
| 5Y | -2.7% | +214.0% | -216.7% | -24.7% |
| 10Y | +19.9% | +320.4% | -300.5% | -16.4% |
| All | +40.9% | +329.0% | -288.1% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling