+65.2%
EFA vs FXI
+39.4%
+25.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | -4.2% | +6.4% | +3.5% |
| 30D | +1.4% | -1.1% | +2.5% | +1.7% |
| 3M | -4.2% | -4.0% | -0.2% | -3.2% |
| 6M | +1.9% | -11.8% | +13.8% | +5.4% |
| YTD | +10.2% | -11.9% | +22.1% | +13.8% |
| 1Y | +12.8% | -16.1% | +28.9% | +17.9% |
| 3Y | +65.2% | +38.8% | +26.4% | +52.7% |
| All | +65.2% | +39.4% | +25.8% | +52.7% |
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