+4,616.1%
ASX vs FXI
+221.5%
+4,394.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -0.7% | +1.0% | -1.8% | -1.3% |
| 30D | +2.0% | -0.6% | +2.5% | +2.1% |
| 3M | -1.3% | +1.9% | -3.3% | -2.7% |
| 6M | +71.4% | -0.2% | +71.6% | +71.3% |
| YTD | +135.3% | -5.6% | +140.9% | +142.6% |
| 1Y | +267.5% | -4.7% | +272.1% | +276.8% |
| 3Y | +388.5% | +38.0% | +350.5% | +292.7% |
| 5Y | +417.1% | -2.7% | +419.8% | +384.5% |
| 10Y | +872.7% | +19.9% | +852.8% | +712.9% |
| All | +4,616.1% | +221.5% | +4,394.5% | +1,727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling