+37.2%
FXI vs USFD
+339.9%
-302.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.7% | +3.0% | +2.7% | +5.0% |
| 30D | +4.6% | +11.1% | -6.5% | +2.4% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | -6.1% | +15.9% | -22.0% | -9.2% |
| YTD | -8.0% | +41.6% | -49.7% | -15.0% |
| 1Y | -11.3% | +49.4% | -60.7% | -19.0% |
| 3Y | +42.6% | +157.8% | -115.2% | +15.9% |
| 5Y | -0.1% | +176.6% | -176.7% | -21.2% |
| 10Y | +22.7% | +375.4% | -352.6% | -16.3% |
| All | +37.2% | +339.9% | -302.6% | -5.9% |
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