+229.5%
EWY vs FXI
+19.2%
+210.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | -4.2% | +8.4% | +6.7% |
| 30D | -10.7% | -1.1% | -9.5% | -10.4% |
| 3M | -20.1% | -4.0% | -16.1% | -18.6% |
| 6M | -24.3% | -11.8% | -12.5% | -19.2% |
| YTD | +46.9% | -11.9% | +58.8% | +57.7% |
| 1Y | +55.2% | -16.1% | +71.3% | +71.1% |
| 3Y | +157.0% | +38.8% | +118.2% | +104.2% |
| 5Y | +98.9% | -9.1% | +107.9% | +103.3% |
| All | +229.5% | +19.2% | +210.3% | +168.5% |
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