+43.6%
EWZ vs FXI
+19.8%
+23.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +5.7% | -7.1% | -4.3% |
| 30D | -24.5% | +4.6% | -29.1% | -26.4% |
| 3M | -10.7% | -2.8% | -7.9% | -9.6% |
| 6M | -19.1% | -6.1% | -13.0% | -16.8% |
| YTD | +1.6% | -8.0% | +9.7% | +5.7% |
| 1Y | +4.3% | -11.3% | +15.6% | +10.4% |
| 3Y | +19.0% | +42.6% | -23.7% | -7.4% |
| 5Y | +57.7% | -0.1% | +57.7% | +49.2% |
| All | +43.6% | +19.8% | +23.8% | +1.9% |
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