+19.2%
FXI vs USFR
+28.6%
-9.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -1.1% | +0.4% | -1.5% | -1.3% |
| 3M | -4.0% | +1.1% | -5.0% | -4.6% |
| 6M | -11.8% | +2.0% | -13.9% | -12.9% |
| YTD | -11.9% | +3.5% | -15.4% | -13.7% |
| 1Y | -16.1% | +4.1% | -20.2% | -18.1% |
| 3Y | +38.8% | +14.4% | +24.4% | +28.3% |
| 5Y | -9.1% | +21.4% | -30.5% | -18.0% |
| All | +19.2% | +28.6% | -9.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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