-7.3%
ADP vs FXI
-10.4%
+3.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.5% |
| 7D | -5.5% | -1.0% | -4.5% | -5.5% |
| 30D | -1.2% | -3.2% | +2.0% | -1.3% |
| 3M | +17.9% | +1.7% | +16.2% | +18.0% |
| 6M | +20.3% | -1.6% | +21.9% | +20.0% |
| YTD | +5.8% | -7.9% | +13.7% | +5.5% |
| All | -7.3% | -10.4% | +3.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling