+1,587.7%
ADI vs FXI
+200.0%
+1,387.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | -4.2% | +13.7% | +11.5% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +4.7% | -4.0% | +8.7% | +6.2% |
| 6M | -7.4% | -11.8% | +4.4% | -2.6% |
| YTD | +48.1% | -11.9% | +60.0% | +55.8% |
| 1Y | +69.6% | -16.1% | +85.8% | +82.5% |
| 3Y | +144.4% | +38.8% | +105.6% | +103.8% |
| 5Y | +134.1% | -9.1% | +143.2% | +127.7% |
| 10Y | +632.8% | +18.4% | +614.3% | +540.4% |
| All | +1,587.7% | +200.0% | +1,387.6% | +773.8% |
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