+164.3%
EWY vs FXI
-4.7%
+169.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.1% |
| 7D | +4.8% | +1.0% | +3.8% | +3.8% |
| 30D | +11.7% | -0.6% | +12.2% | +12.1% |
| 3M | -7.4% | +1.9% | -9.3% | -8.8% |
| 6M | +40.6% | -0.2% | +40.7% | +42.8% |
| YTD | +94.3% | -5.6% | +99.9% | +105.1% |
| 1Y | +164.3% | -4.7% | +168.9% | +186.1% |
| All | +164.3% | -4.7% | +169.0% | +186.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling