+20.1%
COP vs FXI
+43.9%
-23.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +3.0% | +1.0% | +2.0% | +2.8% |
| 30D | +17.5% | -0.6% | +18.0% | +17.6% |
| 3M | +13.4% | +1.9% | +11.4% | +13.0% |
| 6M | +17.7% | -0.2% | +17.9% | +17.4% |
| YTD | +46.6% | -5.6% | +52.2% | +47.6% |
| 1Y | +44.6% | -4.7% | +49.3% | +45.3% |
| All | +20.1% | +43.9% | -23.8% | +12.5% |
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 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