+1,436.2%
ADI vs FXI
+221.5%
+1,214.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | -3.8% | -0.6% | -3.2% | -3.6% |
| 3M | -15.3% | +1.9% | -17.2% | -16.1% |
| 6M | +6.7% | -0.2% | +6.9% | +6.7% |
| YTD | +34.8% | -5.6% | +40.4% | +38.0% |
| 1Y | +49.0% | -4.7% | +53.7% | +52.0% |
| 3Y | +108.1% | +38.0% | +70.1% | +74.5% |
| 5Y | +142.4% | -2.7% | +145.1% | +128.8% |
| 10Y | +589.9% | +19.9% | +570.0% | +500.2% |
| All | +1,436.2% | +221.5% | +1,214.6% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling