-9.4%
ABT vs FXI
-6.0%
-3.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -4.7% | -2.8% | -2.0% | -4.4% |
| 30D | -3.1% | -5.3% | +2.2% | -2.5% |
| 3M | +16.1% | +0.3% | +15.8% | +16.1% |
| 6M | -5.3% | -4.6% | -0.8% | -4.9% |
| YTD | -14.4% | -9.1% | -5.4% | -13.7% |
| 1Y | -18.4% | -12.0% | -6.4% | -17.4% |
| 3Y | +11.2% | +38.6% | -27.4% | +5.1% |
| 5Y | -9.4% | -6.6% | -2.8% | -8.5% |
| All | -9.4% | -6.0% | -3.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling