+3,786.0%
AXTI vs FXI
+213.7%
+3,572.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.5% | +15.3% | +14.0% |
| 7D | +24.0% | -1.0% | +24.9% | +24.4% |
| 30D | -21.5% | -3.2% | -18.2% | -20.5% |
| 3M | -23.4% | +1.7% | -25.1% | -24.0% |
| 6M | +114.9% | -1.6% | +116.4% | +118.1% |
| YTD | +325.4% | -7.9% | +333.3% | +344.6% |
| 1Y | +2,136.7% | -9.6% | +2,146.3% | +2,274.7% |
| 3Y | +2,835.0% | +40.5% | +2,794.6% | +2,441.5% |
| 5Y | +652.8% | -6.2% | +659.0% | +661.9% |
| 10Y | +1,513.9% | +14.2% | +1,499.8% | +1,475.2% |
| All | +3,786.0% | +213.7% | +3,572.4% | +2,122.9% |
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