+197.1%
ABT vs FXI
+17.1%
+180.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -5.9% | -3.9% | -2.0% | -5.0% |
| 30D | -8.1% | -2.1% | -6.0% | -7.6% |
| 3M | +14.5% | -0.5% | +15.0% | +14.6% |
| 6M | -6.3% | -4.5% | -1.7% | -5.5% |
| YTD | -17.1% | -9.2% | -7.9% | -15.6% |
| 1Y | -21.4% | -13.8% | -7.6% | -19.0% |
| 3Y | +5.9% | +36.6% | -30.6% | -5.4% |
| 5Y | -12.8% | -6.7% | -6.1% | -12.7% |
| All | +197.1% | +17.1% | +180.1% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling