+303.5%
EWY vs FXI
+17.1%
+286.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -0.1% | -3.9% | +3.8% | +2.2% |
| 30D | +7.3% | -2.1% | +9.4% | +8.6% |
| 3M | -5.1% | -0.5% | -4.7% | -5.2% |
| 6M | +42.1% | -4.5% | +46.6% | +46.4% |
| YTD | +94.1% | -9.2% | +103.4% | +106.0% |
| 1Y | +147.8% | -13.8% | +161.6% | +170.6% |
| 3Y | +222.9% | +36.6% | +186.3% | +159.9% |
| 5Y | +150.6% | -6.7% | +157.3% | +152.3% |
| All | +303.5% | +17.1% | +286.4% | +230.4% |
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 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