+21.9%
FXI vs VRSK
+585.1%
-563.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.8% | -7.7% | +4.9% | -0.5% |
| 30D | -3.7% | -2.8% | -0.8% | -3.0% |
| 3M | -0.4% | -3.7% | +3.3% | 0.0% |
| 6M | -5.4% | -12.8% | +7.4% | -2.6% |
| YTD | -9.6% | -21.0% | +11.4% | -4.4% |
| 1Y | -11.9% | -32.5% | +20.5% | -2.1% |
| 3Y | +37.8% | -26.5% | +64.4% | +45.2% |
| 5Y | -7.0% | -11.5% | +4.5% | -10.9% |
| 10Y | +14.3% | +125.7% | -111.3% | -27.8% |
| All | +21.9% | +585.1% | -563.1% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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