+265.0%
C vs FXI
+39.4%
+225.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +3.6% | +1.0% | +2.6% | +3.4% |
| 30D | +0.1% | -0.6% | +0.6% | +0.2% |
| 3M | +2.4% | +1.9% | +0.5% | +1.8% |
| 6M | +24.9% | -0.2% | +25.1% | +24.8% |
| YTD | +19.8% | -5.6% | +25.4% | +21.2% |
| 1Y | +44.9% | -4.7% | +49.5% | +46.1% |
| All | +265.0% | +39.4% | +225.6% | +241.7% |
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