+842.6%
ASX vs FXI
+20.5%
+822.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +9.1% |
| 7D | -12.3% | +4.4% | -16.6% | -14.7% |
| 30D | -26.0% | +1.2% | -27.2% | -26.8% |
| 3M | -8.1% | -4.2% | -3.9% | -6.6% |
| 6M | +1.4% | -6.2% | +7.6% | +4.1% |
| YTD | +115.6% | -8.8% | +124.4% | +125.4% |
| 1Y | +128.0% | -11.6% | +139.6% | +142.6% |
| 3Y | +371.4% | +45.1% | +326.3% | +260.8% |
| 5Y | +469.4% | -1.2% | +470.6% | +442.5% |
| 10Y | +842.6% | +20.1% | +822.6% | +633.2% |
| All | +842.6% | +20.5% | +822.1% | +633.2% |
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 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