-8.4%
FXI vs XHB
+28.9%
-37.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -1.1% | +9.9% | -11.1% | -4.5% |
| 3M | -4.0% | -6.3% | +2.3% | -2.1% |
| 6M | -11.8% | +3.8% | -15.7% | -14.0% |
| YTD | -11.9% | +0.1% | -12.0% | -13.4% |
| 1Y | -16.1% | -0.8% | -15.3% | -17.4% |
| 3Y | +38.8% | +35.6% | +3.2% | +15.8% |
| All | -8.4% | +28.9% | -37.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling