+142.8%
EFA vs FXI
+17.1%
+125.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.5% | -3.9% | +2.4% | -0.1% |
| 30D | -1.7% | -2.1% | +0.4% | -0.9% |
| 3M | +3.5% | -0.5% | +4.0% | +3.5% |
| 6M | +9.5% | -4.5% | +14.0% | +11.2% |
| YTD | +12.9% | -9.2% | +22.1% | +16.7% |
| 1Y | +18.2% | -13.8% | +32.0% | +24.3% |
| 3Y | +64.8% | +36.6% | +28.3% | +42.0% |
| 5Y | +53.9% | -6.7% | +60.6% | +52.4% |
| All | +142.8% | +17.1% | +125.7% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling