+308.8%
EFA vs FXI
+200.0%
+108.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | -4.2% | +6.4% | +4.3% |
| 30D | +1.4% | -1.1% | +2.5% | +1.8% |
| 3M | -4.2% | -4.0% | -0.2% | -2.5% |
| 6M | +1.9% | -11.8% | +13.8% | +7.6% |
| YTD | +10.2% | -11.9% | +22.1% | +16.3% |
| 1Y | +12.8% | -16.1% | +28.9% | +21.7% |
| 3Y | +65.2% | +38.8% | +26.4% | +34.9% |
| 5Y | +49.8% | -9.1% | +58.9% | +43.0% |
| 10Y | +145.2% | +18.4% | +126.7% | +96.8% |
| All | +308.8% | +200.0% | +108.7% | +85.4% |
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