+317.2%
ADP vs FXI
+19.2%
+298.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +0.3% | -4.2% | +4.4% | +1.3% |
| 30D | +11.6% | -2.0% | +13.6% | +12.1% |
| 3M | +15.1% | -5.0% | +20.0% | +16.5% |
| 6M | +46.0% | -9.6% | +55.7% | +49.5% |
| YTD | +22.4% | -11.9% | +34.3% | +25.8% |
| 1Y | +24.5% | -16.7% | +41.1% | +29.8% |
| 3Y | +44.8% | +40.6% | +4.2% | +25.9% |
| 5Y | +49.1% | -9.1% | +58.2% | +50.9% |
| All | +317.2% | +19.2% | +298.0% | +274.0% |
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