+81.2%
EWZ vs FXI
+18.3%
+62.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.5% |
| 7D | +6.5% | +1.0% | +5.5% | +5.9% |
| 30D | +4.8% | -0.6% | +5.4% | +5.1% |
| 3M | +9.9% | +1.9% | +8.0% | +8.6% |
| 6M | +1.9% | -0.2% | +2.1% | +1.8% |
| YTD | +20.3% | -5.6% | +25.9% | +23.7% |
| 1Y | +35.6% | -4.7% | +40.3% | +38.3% |
| 3Y | +43.4% | +38.0% | +5.4% | +13.8% |
| 5Y | +55.9% | -2.7% | +58.6% | +51.8% |
| All | +81.2% | +18.3% | +62.9% | +32.0% |
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