+269.8%
CORZ vs FXI
+58.5%
+211.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.6% |
| 7D | +1.7% | +4.4% | -2.6% | -0.8% |
| 30D | -17.5% | +1.2% | -18.7% | -18.2% |
| 3M | -39.5% | -4.2% | -35.3% | -38.4% |
| 6M | -44.5% | -6.2% | -38.3% | -43.1% |
| YTD | -12.6% | -8.8% | -3.8% | -8.8% |
| 1Y | -37.0% | -11.6% | -25.4% | -33.3% |
| All | +269.8% | +58.5% | +211.2% | +197.8% |
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