+128.5%
FXI vs XRT
+552.1%
-423.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -3.1% |
| 7D | +4.4% | +2.5% | +1.9% | +2.6% |
| 30D | +1.2% | +10.3% | -9.1% | -5.2% |
| 3M | -4.2% | +2.4% | -6.5% | -6.0% |
| 6M | -6.2% | +10.0% | -16.2% | -12.6% |
| YTD | -8.8% | +9.5% | -18.3% | -15.1% |
| 1Y | -11.6% | +17.2% | -28.8% | -21.4% |
| 3Y | +45.1% | +62.0% | -16.8% | +0.9% |
| 5Y | -1.2% | -2.1% | +0.9% | -7.7% |
| 10Y | +20.1% | +152.6% | -132.5% | -53.2% |
| All | +128.5% | +552.1% | -423.6% | -64.4% |
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