+216.0%
C vs FXI
+39.4%
+176.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | -4.2% | +8.4% | +5.2% |
| 30D | +2.0% | -1.1% | +3.1% | +2.2% |
| 3M | -10.1% | -4.0% | -6.2% | -9.4% |
| 6M | +1.0% | -11.8% | +12.8% | +3.8% |
| YTD | +8.5% | -11.9% | +20.4% | +11.3% |
| 1Y | +25.7% | -16.1% | +41.9% | +30.4% |
| 3Y | +216.0% | +38.8% | +177.2% | +201.9% |
| All | +216.0% | +39.4% | +176.6% | +201.9% |
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