+138.3%
FXI vs XHB
+173.9%
-35.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.0% |
| 7D | +1.0% | -1.3% | +2.3% | +1.7% |
| 30D | -0.6% | -6.9% | +6.3% | +3.0% |
| 3M | +1.9% | -1.3% | +3.2% | +1.5% |
| 6M | -0.2% | -6.8% | +6.6% | +1.9% |
| YTD | -5.6% | +0.7% | -6.3% | -7.9% |
| 1Y | -4.7% | -11.2% | +6.6% | -0.9% |
| 3Y | +38.0% | +25.3% | +12.7% | +14.7% |
| 5Y | -2.7% | +37.3% | -40.0% | -25.3% |
| 10Y | +19.9% | +211.5% | -191.6% | -46.6% |
| All | +138.3% | +173.9% | -35.6% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling