-9.1%
FXI vs USFR
+21.4%
-30.5%
-48.9%
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 | -4.2% | +0.1% | -4.2% | -4.3% |
| 30D | -2.0% | +0.4% | -2.4% | -2.9% |
| 3M | -5.0% | +1.0% | -6.0% | -7.2% |
| 6M | -9.6% | +2.0% | -11.7% | -13.8% |
| YTD | -11.9% | +3.4% | -15.4% | -18.8% |
| 1Y | -16.7% | +4.1% | -20.7% | -24.6% |
| 3Y | +40.6% | +14.4% | +26.2% | -1.3% |
| 5Y | -9.1% | +21.4% | -30.5% | -45.1% |
| All | -9.1% | +21.4% | -30.5% | -45.1% |
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