+108.0%
FXI vs WU
-19.6%
+127.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +1.0% | -0.8% | +1.9% | +1.4% |
| 30D | -0.6% | -1.1% | +0.5% | -0.3% |
| 3M | +1.9% | -3.9% | +5.8% | +1.2% |
| 6M | -0.2% | -20.7% | +20.5% | +7.7% |
| YTD | -5.6% | -18.4% | +12.8% | 0.0% |
| 1Y | -4.7% | -8.1% | +3.4% | -5.5% |
| 3Y | +38.0% | -24.2% | +62.2% | +45.1% |
| 5Y | -2.7% | -50.4% | +47.8% | +21.6% |
| 10Y | +19.9% | -40.0% | +60.0% | +23.4% |
| All | +108.0% | -19.6% | +127.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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