-6.6%
FXI vs USFR
+20.4%
-27.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.8% | +0.1% | -2.8% | -2.9% |
| 30D | -5.3% | +0.3% | -5.6% | -5.8% |
| 3M | +0.3% | +1.0% | -0.6% | -1.2% |
| 6M | -4.6% | +1.9% | -6.5% | -7.6% |
| YTD | -9.1% | +2.7% | -11.7% | -13.1% |
| 1Y | -12.0% | +4.0% | -16.0% | -18.2% |
| 3Y | +38.6% | +14.0% | +24.6% | +9.8% |
| 5Y | -6.6% | +20.4% | -27.0% | -27.3% |
| All | -6.6% | +20.4% | -27.0% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling