+192.2%
B vs FXI
+221.5%
-29.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +9.4% | -0.6% | +10.0% | +9.6% |
| 3M | +5.0% | +1.9% | +3.1% | +4.3% |
| 6M | -3.5% | -0.2% | -3.4% | -3.4% |
| YTD | +4.5% | -5.6% | +10.0% | +6.4% |
| 1Y | +67.8% | -4.7% | +72.4% | +70.5% |
| 3Y | +196.7% | +38.0% | +158.7% | +167.1% |
| 5Y | +151.9% | -2.7% | +154.6% | +143.0% |
| 10Y | +202.2% | +19.9% | +182.2% | +164.5% |
| All | +192.2% | +221.5% | -29.4% | +30.0% |
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