+257.6%
ALAB vs FXI
+47.1%
+210.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +16.3% | -4.2% | +20.5% | +19.4% |
| 30D | -26.1% | -1.1% | -25.0% | -26.0% |
| 3M | -31.3% | -4.0% | -27.3% | -29.8% |
| 6M | -1.0% | -11.8% | +10.8% | +6.8% |
| YTD | +33.3% | -11.9% | +45.2% | +45.0% |
| 1Y | +53.5% | -16.1% | +69.7% | +71.9% |
| All | +257.6% | +47.1% | +210.5% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling