+415.3%
ASX vs FXI
-0.9%
+416.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -19.9% | +5.7% | -25.6% | -22.0% |
| 30D | -30.9% | +4.6% | -35.5% | -32.4% |
| 3M | -15.1% | -2.8% | -12.3% | -14.5% |
| 6M | -6.5% | -6.1% | -0.4% | -4.4% |
| YTD | +98.4% | -8.0% | +106.5% | +105.1% |
| 1Y | +107.9% | -11.3% | +119.2% | +118.3% |
| 3Y | +325.3% | +42.6% | +282.6% | +253.6% |
| All | +415.3% | -0.9% | +416.2% | +397.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling