+193.0%
ARM vs FXI
+37.2%
+155.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.1% |
| 7D | -5.3% | +4.4% | -9.7% | -7.8% |
| 30D | -30.0% | +1.2% | -31.3% | -30.7% |
| 3M | -34.1% | -4.2% | -29.9% | -32.8% |
| 6M | -12.6% | -6.2% | -6.4% | -10.0% |
| YTD | +70.4% | -8.8% | +79.2% | +79.0% |
| 1Y | +22.3% | -11.6% | +33.9% | +30.5% |
| 3Y | +261.2% | +45.1% | +216.1% | +209.6% |
| All | +193.0% | +37.2% | +155.8% | +153.5% |
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