+43.8%
EXC vs FXI
-0.9%
+44.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.2% | +5.7% | -6.8% | -1.4% |
| 30D | +10.0% | +4.6% | +5.4% | +9.7% |
| 3M | +1.6% | -2.8% | +4.4% | +1.7% |
| 6M | +3.3% | -6.1% | +9.3% | +3.6% |
| YTD | +7.6% | -8.0% | +15.6% | +7.9% |
| 1Y | +3.5% | -11.3% | +14.8% | +4.0% |
| 3Y | +27.7% | +42.6% | -15.0% | +23.5% |
| All | +43.8% | -0.9% | +44.8% | +42.1% |
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