+42.2%
FXI vs USFR
+27.5%
+14.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.6% |
| 3M | +1.9% | +1.0% | +0.9% | +1.8% |
| 6M | -0.2% | +1.9% | -2.1% | -0.5% |
| YTD | -5.6% | +2.6% | -8.2% | -6.0% |
| 1Y | -4.7% | +4.0% | -8.7% | -5.3% |
| 3Y | +38.0% | +14.1% | +23.9% | +35.3% |
| 5Y | -2.7% | +20.4% | -23.1% | -5.1% |
| 10Y | +19.9% | +28.0% | -8.1% | +16.3% |
| All | +42.2% | +27.5% | +14.7% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling