+443.1%
DIS vs FXI
+221.5%
+221.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.3% |
| 7D | -2.6% | +1.0% | -3.6% | -3.0% |
| 30D | +3.5% | -0.6% | +4.0% | +3.7% |
| 3M | +6.8% | +1.9% | +4.9% | +5.8% |
| 6M | +3.0% | -0.2% | +3.2% | +2.7% |
| YTD | -6.7% | -5.6% | -1.1% | -5.0% |
| 1Y | -10.1% | -4.7% | -5.4% | -9.0% |
| 3Y | +33.0% | +38.0% | -5.0% | +11.2% |
| 5Y | -40.0% | -2.7% | -37.3% | -44.0% |
| 10Y | +21.1% | +19.9% | +1.1% | 0.0% |
| All | +443.1% | +221.5% | +221.6% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling