+1,446.3%
ADP vs FXI
+213.2%
+1,233.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +3.2% | +5.7% | -2.4% | +1.6% |
| 30D | +14.9% | +4.6% | +10.3% | +13.3% |
| 3M | +11.6% | -2.8% | +14.4% | +12.5% |
| 6M | +48.5% | -6.1% | +54.5% | +50.8% |
| YTD | +20.6% | -8.0% | +28.6% | +22.9% |
| 1Y | +23.7% | -11.3% | +35.0% | +27.4% |
| 3Y | +47.8% | +42.6% | +5.2% | +27.1% |
| 5Y | +47.7% | -0.1% | +47.8% | +37.6% |
| 10Y | +324.0% | +22.7% | +301.2% | +262.8% |
| All | +1,446.3% | +213.2% | +1,233.1% | +817.7% |
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