-16.1%
ONDS vs FXI
-18.8%
+2.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.3% | -4.2% | +0.9% | -1.0% |
| 30D | -16.0% | -1.1% | -14.8% | -15.8% |
| 3M | -42.1% | -4.0% | -38.1% | -41.1% |
| 6M | -41.8% | -11.8% | -29.9% | -38.0% |
| YTD | -47.1% | -11.9% | -35.2% | -43.4% |
| 1Y | -21.3% | -16.1% | -5.2% | -13.4% |
| 3Y | +695.1% | +38.8% | +656.3% | +539.6% |
| 5Y | -50.0% | -9.1% | -41.0% | -40.7% |
| All | -16.1% | -18.8% | +2.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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