-1.2%
FXI vs XRT
-1.2%
0.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -2.3% |
| 7D | +4.4% | +2.5% | +1.9% | +3.2% |
| 30D | +1.2% | +10.3% | -9.1% | -3.0% |
| 3M | -4.2% | +2.4% | -6.5% | -5.3% |
| 6M | -6.2% | +10.0% | -16.2% | -10.4% |
| YTD | -8.8% | +9.5% | -18.3% | -12.9% |
| 1Y | -11.6% | +17.2% | -28.8% | -18.1% |
| 3Y | +45.1% | +62.0% | -16.8% | +13.6% |
| 5Y | -1.2% | -2.1% | +0.9% | -7.8% |
| All | -1.2% | -1.2% | 0.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling