+1,306.1%
ADP vs FXI
+221.5%
+1,084.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | +2.8% | -0.6% | +3.3% | +2.9% |
| 3M | +20.9% | +1.9% | +19.0% | +20.1% |
| 6M | +29.9% | -0.2% | +30.0% | +29.4% |
| YTD | +9.6% | -5.6% | +15.2% | +10.9% |
| 1Y | -5.3% | -4.7% | -0.6% | -4.7% |
| 3Y | +16.5% | +38.0% | -21.6% | +1.3% |
| 5Y | +49.4% | -2.7% | +52.1% | +40.3% |
| 10Y | +282.2% | +19.9% | +262.3% | +229.6% |
| All | +1,306.1% | +221.5% | +1,084.6% | +728.3% |
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