+280.6%
CME vs FXI
+13.0%
+267.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.6% | -2.8% | +2.1% | -0.1% |
| 30D | +4.7% | -5.3% | +10.0% | +5.7% |
| 3M | +7.8% | +0.3% | +7.5% | +7.7% |
| 6M | -11.0% | -4.6% | -6.4% | -10.4% |
| YTD | +4.0% | -9.1% | +13.1% | +5.6% |
| 1Y | +9.1% | -12.0% | +21.1% | +11.3% |
| 3Y | +52.3% | +38.6% | +13.6% | +37.4% |
| 5Y | +76.1% | -6.6% | +82.7% | +75.7% |
| 10Y | +280.6% | +15.0% | +265.6% | +243.6% |
| All | +280.6% | +13.0% | +267.6% | +243.6% |
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