+41.1%
CVS vs FXI
+17.3%
+23.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.9% | -2.8% | +0.9% | -1.5% |
| 30D | -0.3% | -5.3% | +5.0% | +0.5% |
| 3M | -1.1% | +0.3% | -1.5% | -1.2% |
| 6M | +23.7% | -4.6% | +28.3% | +24.5% |
| YTD | +23.0% | -9.1% | +32.1% | +24.6% |
| 1Y | +37.2% | -12.0% | +49.1% | +39.5% |
| 3Y | +62.4% | +38.6% | +23.8% | +50.7% |
| 5Y | +31.8% | -6.6% | +38.4% | +33.3% |
| All | +41.1% | +17.3% | +23.8% | +31.5% |
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 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