+34.2%
DIS vs FXI
+19.8%
+14.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +5.7% | -0.4% | +3.3% |
| 30D | +11.5% | +4.6% | +6.9% | +9.8% |
| 3M | +11.5% | -2.8% | +14.3% | +12.5% |
| 6M | +8.9% | -6.1% | +14.9% | +10.8% |
| YTD | +3.4% | -8.0% | +11.4% | +5.9% |
| 1Y | +7.2% | -11.3% | +18.5% | +11.1% |
| 3Y | +43.3% | +42.6% | +0.7% | +21.4% |
| 5Y | -31.4% | -0.1% | -31.4% | -34.2% |
| All | +34.2% | +19.8% | +14.4% | +22.7% |
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