+286.5%
C vs FXI
+14.7%
+271.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.4% |
| 7D | +3.2% | -1.0% | +4.1% | +3.6% |
| 30D | +1.3% | -3.2% | +4.5% | +2.7% |
| 3M | +3.1% | +1.7% | +1.4% | +2.0% |
| 6M | +29.6% | -1.6% | +31.2% | +29.9% |
| YTD | +19.0% | -7.9% | +26.9% | +22.7% |
| 1Y | +45.6% | -9.6% | +55.3% | +51.2% |
| 3Y | +269.3% | +40.5% | +228.8% | +199.5% |
| 5Y | +131.6% | -6.2% | +137.8% | +131.1% |
| 10Y | +286.5% | +14.2% | +272.4% | +238.7% |
| All | +286.5% | +14.7% | +271.8% | +238.7% |
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