+191.7%
COP vs FXI
-7.1%
+198.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.0% |
| 7D | -0.8% | -1.0% | +0.1% | -0.7% |
| 30D | +15.6% | -3.2% | +18.8% | +16.2% |
| 3M | +14.3% | +1.7% | +12.7% | +13.9% |
| 6M | +17.0% | -1.6% | +18.5% | +16.9% |
| YTD | +47.4% | -7.9% | +55.3% | +49.1% |
| 1Y | +52.4% | -9.6% | +62.0% | +54.6% |
| 3Y | +20.8% | +40.5% | -19.6% | +11.9% |
| 5Y | +191.7% | -6.2% | +197.9% | +205.6% |
| All | +191.7% | -7.1% | +198.8% | +205.6% |
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 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