-34.9%
DOW vs FXI
+36.5%
-71.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -6.0% | -2.8% | -3.2% | -4.9% |
| 30D | -2.7% | -5.3% | +2.6% | -0.6% |
| 3M | -10.5% | +0.3% | -10.8% | -10.8% |
| 6M | -12.4% | -4.6% | -7.9% | -11.3% |
| YTD | +30.0% | -9.1% | +39.1% | +34.4% |
| 1Y | +27.8% | -12.0% | +39.8% | +34.5% |
| All | -34.9% | +36.5% | -71.4% | -40.9% |
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