+133.8%
ADI vs FXI
-9.2%
+142.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | -4.2% | +13.7% | +11.2% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +4.7% | -4.0% | +8.7% | +6.0% |
| 6M | -7.4% | -11.8% | +4.4% | -3.3% |
| YTD | +48.1% | -11.9% | +60.0% | +54.6% |
| 1Y | +69.6% | -16.1% | +85.8% | +80.4% |
| 3Y | +144.4% | +38.8% | +105.6% | +112.0% |
| All | +133.8% | -9.2% | +142.9% | +138.7% |
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