-35.5%
DOW vs FXI
-4.8%
-30.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | -2.9% | -1.0% | -2.0% | -2.6% |
| 30D | +2.0% | -3.2% | +5.2% | +3.0% |
| 3M | -12.5% | +1.7% | -14.2% | -13.1% |
| 6M | -9.2% | -1.6% | -7.6% | -9.2% |
| YTD | +30.8% | -7.9% | +38.7% | +33.6% |
| 1Y | +29.4% | -9.6% | +39.0% | +33.3% |
| 3Y | -34.6% | +40.5% | -75.0% | -40.8% |
| All | -35.5% | -4.8% | -30.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling