+60.7%
FXI vs UUUU
-92.0%
+152.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.8% | +1.8% | -4.6% | -2.9% |
| 30D | -5.3% | +1.8% | -7.1% | -5.6% |
| 3M | +0.3% | +1.3% | -0.9% | -0.2% |
| 6M | -4.6% | -26.8% | +22.2% | -3.3% |
| YTD | -9.1% | +0.1% | -9.2% | -10.7% |
| 1Y | -12.0% | +11.2% | -23.2% | -15.3% |
| 3Y | +38.6% | +97.7% | -59.0% | +24.1% |
| 5Y | -6.6% | +127.3% | -133.9% | -19.6% |
| 10Y | +15.0% | +532.6% | -517.6% | -15.0% |
| All | +60.7% | -92.0% | +152.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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