+322.8%
EFA vs FXI
+213.7%
+109.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | -0.7% | -3.2% | +2.5% | +0.7% |
| 3M | +6.4% | +1.7% | +4.7% | +5.3% |
| 6M | +11.4% | -1.6% | +12.9% | +11.9% |
| YTD | +14.0% | -7.9% | +21.9% | +18.0% |
| 1Y | +20.2% | -9.6% | +29.8% | +25.2% |
| 3Y | +68.2% | +40.5% | +27.7% | +36.7% |
| 5Y | +54.8% | -6.2% | +61.0% | +45.4% |
| 10Y | +142.4% | +14.2% | +128.2% | +98.8% |
| All | +322.8% | +213.7% | +109.2% | +88.2% |
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