+19.2%
FXI vs XRT
+136.4%
-117.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.9% |
| 30D | -1.1% | +7.5% | -8.6% | -4.0% |
| 3M | -4.0% | +2.2% | -6.1% | -5.0% |
| 6M | -11.8% | +14.7% | -26.5% | -16.8% |
| YTD | -11.9% | +7.5% | -19.4% | -14.9% |
| 1Y | -16.1% | +14.1% | -30.2% | -20.9% |
| 3Y | +38.8% | +58.8% | -20.0% | +12.9% |
| 5Y | -9.1% | -3.9% | -5.2% | -12.5% |
| All | +19.2% | +136.4% | -117.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling