+110.7%
COP vs FXI
-1.5%
+112.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -8.4% | +4.4% | -12.8% | -9.1% |
| 30D | +0.3% | +1.2% | -1.0% | 0.0% |
| 3M | +15.1% | -4.2% | +19.3% | +15.8% |
| 6M | +19.8% | -6.2% | +26.0% | +20.8% |
| YTD | +46.8% | -8.8% | +55.6% | +48.6% |
| 1Y | +59.7% | -11.6% | +71.4% | +62.6% |
| 3Y | +28.7% | +45.1% | -16.4% | +18.6% |
| 5Y | +110.7% | -1.2% | +111.9% | +107.9% |
| All | +110.7% | -1.5% | +112.2% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling