+200.5%
B vs FXI
+20.5%
+180.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +11.3% | +4.4% | +7.0% | +10.1% |
| 30D | +2.9% | +1.2% | +1.7% | +2.6% |
| 3M | -2.9% | -4.2% | +1.3% | -1.8% |
| 6M | -1.2% | -6.2% | +5.0% | +0.5% |
| YTD | -1.3% | -8.8% | +7.5% | +1.3% |
| 1Y | +30.4% | -11.6% | +42.0% | +35.0% |
| 3Y | +195.3% | +45.1% | +150.1% | +169.1% |
| 5Y | +146.2% | -1.2% | +147.4% | +138.4% |
| 10Y | +200.5% | +20.1% | +180.4% | +111.7% |
| All | +200.5% | +20.5% | +180.0% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling