+174.6%
ARM vs FXI
+38.3%
+136.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | +5.7% | -20.9% | -18.0% |
| 30D | -40.7% | +4.6% | -45.3% | -42.3% |
| 3M | -39.1% | -2.8% | -36.3% | -38.4% |
| 6M | -26.4% | -6.1% | -20.3% | -24.2% |
| YTD | +59.7% | -8.0% | +67.8% | +67.0% |
| 1Y | +10.3% | -11.3% | +21.7% | +17.6% |
| 3Y | +228.9% | +42.6% | +186.2% | +186.1% |
| All | +174.6% | +38.3% | +136.3% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling