-48.9%
C vs FXI
+221.5%
-270.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.3% |
| 7D | +3.6% | +1.0% | +2.6% | +2.9% |
| 30D | +0.1% | -0.6% | +0.6% | +0.3% |
| 3M | +2.4% | +1.9% | +0.5% | +0.6% |
| 6M | +24.9% | -0.2% | +25.1% | +24.1% |
| YTD | +19.8% | -5.6% | +25.4% | +23.2% |
| 1Y | +44.9% | -4.7% | +49.5% | +47.4% |
| 3Y | +263.0% | +38.0% | +225.0% | +167.0% |
| 5Y | +129.5% | -2.7% | +132.2% | +97.0% |
| 10Y | +291.6% | +19.9% | +271.7% | +178.4% |
| All | -48.9% | +221.5% | -270.5% | -73.3% |
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