+193.4%
B vs FXI
+14.7%
+178.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | +1.4% | -3.2% | +4.6% | +2.2% |
| 3M | +12.2% | +1.7% | +10.5% | +11.6% |
| 6M | -2.1% | -1.6% | -0.6% | -1.5% |
| YTD | +2.9% | -7.9% | +10.8% | +5.4% |
| 1Y | +55.3% | -9.6% | +64.9% | +59.8% |
| 3Y | +198.7% | +40.5% | +158.2% | +173.3% |
| 5Y | +153.8% | -6.2% | +160.0% | +148.4% |
| 10Y | +193.4% | +14.2% | +179.3% | +138.7% |
| All | +193.4% | +14.7% | +178.7% | +138.7% |
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