+123.6%
FXI vs XRT
+549.2%
-425.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | -0.6% | +9.8% | -10.4% | -6.6% |
| 3M | -4.9% | +3.3% | -8.2% | -7.2% |
| 6M | -8.8% | +13.6% | -22.4% | -16.7% |
| YTD | -10.7% | +9.1% | -19.8% | -16.7% |
| 1Y | -15.2% | +15.1% | -30.3% | -23.7% |
| 3Y | +42.5% | +59.9% | -17.5% | -0.1% |
| 5Y | -7.8% | -1.7% | -6.1% | -14.1% |
| 10Y | +20.0% | +141.1% | -121.2% | -51.3% |
| All | +123.6% | +549.2% | -425.6% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling