+207.0%
C vs FXI
+19.2%
+187.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | -4.2% | +8.4% | +6.1% |
| 30D | +2.0% | -1.1% | +3.1% | +2.4% |
| 3M | -10.1% | -4.0% | -6.2% | -8.8% |
| 6M | +1.0% | -11.8% | +12.8% | +6.2% |
| YTD | +8.5% | -11.9% | +20.4% | +13.8% |
| 1Y | +25.7% | -16.1% | +41.9% | +34.8% |
| 3Y | +216.0% | +38.8% | +177.2% | +156.8% |
| 5Y | +112.3% | -9.1% | +121.4% | +114.7% |
| All | +207.0% | +19.2% | +187.8% | +165.4% |
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