+234.1%
ABT vs FXI
+19.2%
+214.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -4.2% | +2.9% | -0.3% |
| 30D | +6.0% | -1.1% | +7.2% | +6.3% |
| 3M | -1.9% | -4.0% | +2.1% | -1.0% |
| 6M | +31.2% | -11.8% | +43.0% | +34.7% |
| YTD | -11.2% | -11.9% | +0.7% | -9.0% |
| 1Y | -14.0% | -16.1% | +2.2% | -10.8% |
| 3Y | +20.7% | +38.8% | -18.1% | +7.4% |
| 5Y | -6.7% | -9.1% | +2.4% | -5.8% |
| All | +234.1% | +19.2% | +214.9% | +216.2% |
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