+154.8%
ASX vs FXI
-15.6%
+170.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.1% |
| 7D | +0.8% | -1.9% | +2.8% | +1.4% |
| 30D | -20.4% | -0.6% | -19.8% | -20.4% |
| 3M | -2.1% | -4.9% | +2.7% | +0.3% |
| 6M | +8.2% | -8.8% | +17.0% | +17.0% |
| YTD | +137.3% | -10.7% | +148.0% | +158.9% |
| All | +154.8% | -15.6% | +170.5% | +186.2% |
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