-10.8%
DOW vs FXI
-4.6%
-6.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.9% |
| 30D | +0.4% | -0.6% | +0.9% | +0.6% |
| 3M | -14.4% | +1.9% | -16.3% | -15.3% |
| 6M | -7.0% | -0.2% | -6.8% | -7.6% |
| YTD | +30.2% | -5.6% | +35.8% | +32.6% |
| 1Y | +29.2% | -4.7% | +33.9% | +31.3% |
| 3Y | -36.7% | +38.0% | -74.7% | -46.8% |
| 5Y | -37.7% | -2.7% | -35.0% | -36.8% |
| All | -10.8% | -4.6% | -6.2% | -17.5% |
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