+135.1%
ADI vs FXI
-6.0%
+141.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +2.6% | -2.8% | +5.4% | +3.7% |
| 30D | -4.6% | -5.3% | +0.7% | -2.7% |
| 3M | -9.5% | +0.3% | -9.8% | -9.8% |
| 6M | +14.8% | -4.6% | +19.4% | +16.8% |
| YTD | +35.8% | -9.1% | +44.9% | +40.5% |
| 1Y | +48.9% | -12.0% | +60.9% | +55.9% |
| 3Y | +115.6% | +38.6% | +76.9% | +87.9% |
| 5Y | +135.1% | -6.6% | +141.7% | +128.1% |
| All | +135.1% | -6.0% | +141.1% | +128.1% |
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