+104.7%
COST vs FXI
-8.2%
+112.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.5% | -2.8% | +0.3% | -2.2% |
| 30D | -4.4% | -3.7% | -0.8% | -4.1% |
| 3M | -8.1% | -0.4% | -7.7% | -8.1% |
| 6M | -9.2% | -5.4% | -3.8% | -8.8% |
| YTD | +5.1% | -9.6% | +14.7% | +6.0% |
| 1Y | -5.1% | -11.9% | +6.8% | -4.1% |
| 3Y | +70.4% | +37.8% | +32.5% | +62.4% |
| 5Y | +104.7% | -7.0% | +111.8% | +102.5% |
| All | +104.7% | -8.2% | +112.9% | +102.5% |
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 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