-55.6%
C vs FXI
+213.2%
-268.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | +5.7% | -8.0% | -5.9% |
| 30D | -6.0% | +4.6% | -10.6% | -8.9% |
| 3M | -10.5% | -2.8% | -7.8% | -9.3% |
| 6M | -5.7% | -6.1% | +0.4% | -2.7% |
| YTD | +4.1% | -8.0% | +12.2% | +8.6% |
| 1Y | +20.5% | -11.3% | +31.8% | +28.7% |
| 3Y | +208.1% | +42.6% | +165.5% | +121.2% |
| 5Y | +110.4% | -0.1% | +110.5% | +76.9% |
| 10Y | +234.6% | +22.7% | +211.9% | +132.7% |
| All | -55.6% | +213.2% | -268.8% | -76.5% |
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