+122.4%
FXI vs XHB
+172.3%
-49.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -1.1% | +9.9% | -11.1% | -6.2% |
| 3M | -4.0% | -6.3% | +2.3% | -1.2% |
| 6M | -11.8% | +3.8% | -15.7% | -15.0% |
| YTD | -11.9% | +0.1% | -12.0% | -14.2% |
| 1Y | -16.1% | -0.8% | -15.3% | -18.1% |
| 3Y | +38.8% | +35.6% | +3.2% | +10.2% |
| 5Y | -9.1% | +29.6% | -38.6% | -28.2% |
| 10Y | +18.4% | +237.5% | -219.1% | -49.9% |
| All | +122.4% | +172.3% | -49.9% | -19.1% |
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