+157.0%
EWY vs FXI
+39.4%
+117.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | -4.2% | +8.4% | +6.1% |
| 30D | -10.7% | -1.1% | -9.5% | -10.5% |
| 3M | -20.1% | -4.0% | -16.1% | -18.8% |
| 6M | -24.3% | -11.8% | -12.5% | -20.1% |
| YTD | +46.9% | -11.9% | +58.8% | +55.2% |
| 1Y | +55.2% | -16.1% | +71.3% | +67.0% |
| 3Y | +157.0% | +38.8% | +118.2% | +129.7% |
| All | +157.0% | +39.4% | +117.5% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling