+209.9%
FXI vs WY
+98.2%
+111.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -2.8% | -1.7% | -1.1% | -2.0% |
| 30D | -5.3% | -9.9% | +4.5% | -0.6% |
| 3M | +0.3% | -7.5% | +7.9% | +3.3% |
| 6M | -4.6% | -5.1% | +0.6% | -3.3% |
| YTD | -9.1% | -2.1% | -7.0% | -9.8% |
| 1Y | -12.0% | -7.3% | -4.6% | -10.6% |
| 3Y | +38.6% | -22.6% | +61.3% | +49.8% |
| 5Y | -6.6% | -19.8% | +13.2% | -3.7% |
| 10Y | +15.0% | +9.6% | +5.4% | -15.2% |
| All | +209.9% | +98.2% | +111.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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