+199.6%
ARM vs FXI
+32.5%
+167.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | -4.2% | +13.3% | +11.6% |
| 30D | -19.9% | -1.1% | -18.8% | -19.8% |
| 3M | -31.6% | -4.0% | -27.7% | -30.5% |
| 6M | -13.9% | -11.8% | -2.0% | -8.2% |
| YTD | +74.3% | -11.9% | +86.2% | +86.3% |
| 1Y | +35.8% | -16.1% | +51.9% | +48.9% |
| 3Y | +268.6% | +38.8% | +229.8% | +224.1% |
| All | +199.6% | +32.5% | +167.1% | +163.9% |
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