+37.2%
DIS vs FXI
+39.4%
-2.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -4.2% | +6.1% | +2.7% |
| 30D | +9.2% | -1.1% | +10.3% | +9.4% |
| 3M | +13.5% | -4.0% | +17.5% | +14.3% |
| 6M | +14.3% | -11.8% | +26.1% | +16.8% |
| YTD | +5.4% | -11.9% | +17.3% | +7.5% |
| 1Y | +12.2% | -16.1% | +28.3% | +15.4% |
| 3Y | +37.2% | +38.8% | -1.6% | +36.1% |
| All | +37.2% | +39.4% | -2.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling