+303.4%
CME vs FXI
+19.2%
+284.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | -4.2% | +8.2% | +4.8% |
| 30D | +11.3% | -1.1% | +12.5% | +11.5% |
| 3M | +19.6% | -4.0% | +23.5% | +20.4% |
| 6M | +8.1% | -11.8% | +19.9% | +10.5% |
| YTD | +20.4% | -11.9% | +32.3% | +22.9% |
| 1Y | +16.5% | -16.1% | +32.6% | +20.0% |
| 3Y | +66.4% | +38.8% | +27.7% | +49.8% |
| 5Y | +74.5% | -9.1% | +83.5% | +75.4% |
| All | +303.4% | +19.2% | +284.2% | +260.1% |
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