+86.1%
ARM vs FXI
-4.7%
+90.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.3% |
| 7D | +5.5% | +1.0% | +4.4% | +4.3% |
| 30D | -8.2% | -0.6% | -7.6% | -7.9% |
| 3M | -35.9% | +1.9% | -37.8% | -37.4% |
| 6M | +103.1% | -0.2% | +103.3% | +104.6% |
| YTD | +130.6% | -5.6% | +136.2% | +144.9% |
| 1Y | +86.1% | -4.7% | +90.7% | +99.2% |
| All | +86.1% | -4.7% | +90.8% | +99.2% |
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