+0.4%
DOW vs FXI
-11.0%
+11.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | +3.7% | -4.2% | +7.8% | +5.6% |
| 30D | +16.3% | -2.0% | +18.3% | +17.1% |
| 3M | +9.7% | -5.0% | +14.7% | +11.8% |
| 6M | -14.1% | -9.6% | -4.4% | -10.7% |
| YTD | +46.6% | -11.9% | +58.5% | +53.4% |
| 1Y | +56.8% | -16.7% | +73.5% | +68.6% |
| 3Y | -20.4% | +40.6% | -61.0% | -33.9% |
| 5Y | -27.4% | -9.1% | -18.4% | -24.0% |
| All | +0.4% | -11.0% | +11.4% | -4.5% |
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