+296.7%
EWZ vs FXI
+208.4%
+88.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +1.3% | +3.7% | -2.4% | -1.3% |
| 30D | -26.2% | +0.5% | -26.7% | -26.6% |
| 3M | -8.6% | -5.7% | -2.9% | -5.1% |
| 6M | -17.0% | -6.9% | -10.1% | -13.5% |
| YTD | +2.2% | -9.5% | +11.6% | +8.6% |
| 1Y | +2.7% | -14.0% | +16.7% | +13.0% |
| 3Y | +18.2% | +44.5% | -26.3% | -16.7% |
| 5Y | +56.0% | -2.8% | +58.8% | +33.0% |
| 10Y | +60.8% | +20.3% | +40.5% | +16.0% |
| All | +296.7% | +208.4% | +88.4% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling