+270.5%
ADP vs FXI
+14.7%
+255.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.8% |
| 7D | -5.5% | -1.0% | -4.5% | -5.2% |
| 30D | -1.2% | -3.2% | +2.0% | -0.4% |
| 3M | +17.9% | +1.7% | +16.2% | +17.3% |
| 6M | +20.3% | -1.6% | +21.9% | +20.4% |
| YTD | +5.8% | -7.9% | +13.7% | +7.6% |
| 1Y | -7.7% | -9.6% | +1.9% | -5.9% |
| 3Y | +14.7% | +40.5% | -25.7% | +0.1% |
| 5Y | +45.8% | -6.2% | +52.0% | +46.2% |
| 10Y | +270.5% | +14.2% | +256.3% | +229.8% |
| All | +270.5% | +14.7% | +255.8% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling