+165.5%
B vs FXI
+39.4%
+126.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | -4.2% | -3.1% | -5.7% |
| 30D | -3.3% | -1.1% | -2.2% | -2.8% |
| 3M | -7.8% | -4.0% | -3.8% | -6.3% |
| 6M | -15.5% | -11.8% | -3.7% | -11.3% |
| YTD | -12.3% | -11.9% | -0.4% | -7.7% |
| 1Y | +5.4% | -16.1% | +21.5% | +12.5% |
| 3Y | +165.5% | +38.8% | +126.7% | +137.7% |
| All | +165.5% | +39.4% | +126.1% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling