+504.6%
CSX vs FXI
+18.1%
+486.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.4% |
| 7D | -3.4% | +1.0% | -4.4% | -3.7% |
| 30D | -3.1% | -0.6% | -2.5% | -2.9% |
| 3M | +7.2% | +1.9% | +5.3% | +6.4% |
| 6M | +16.2% | -0.2% | +16.3% | +15.9% |
| YTD | +37.5% | -5.6% | +43.1% | +39.5% |
| 1Y | +53.2% | -4.7% | +57.9% | +54.6% |
| 3Y | +68.2% | +38.0% | +30.2% | +45.0% |
| 5Y | +65.2% | -2.7% | +67.9% | +62.0% |
| All | +504.6% | +18.1% | +486.4% | +430.7% |
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