+55.0%
EWZ vs FXI
-4.2%
+59.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +6.5% | +1.0% | +5.5% | +6.2% |
| 30D | +4.8% | -0.6% | +5.4% | +5.0% |
| 3M | +9.9% | +1.9% | +8.0% | +9.2% |
| 6M | +1.9% | -0.2% | +2.1% | +1.9% |
| YTD | +20.3% | -5.6% | +25.9% | +22.3% |
| 1Y | +35.6% | -4.7% | +40.3% | +37.3% |
| 3Y | +43.4% | +38.0% | +5.4% | +28.4% |
| All | +55.0% | -4.2% | +59.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling