+299.6%
ASX vs FXI
+41.7%
+257.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.0% | -21.8% | -21.2% |
| 7D | -33.3% | +6.9% | -40.2% | -35.2% |
| 30D | -36.5% | +3.5% | -39.9% | -37.5% |
| 3M | -19.2% | -3.2% | -16.0% | -18.5% |
| 6M | -10.2% | -3.5% | -6.7% | -9.3% |
| YTD | +86.5% | -8.1% | +94.5% | +92.5% |
| 1Y | +89.6% | -10.5% | +100.2% | +97.8% |
| All | +299.6% | +41.7% | +257.9% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling