+268.6%
EXC vs FXI
+221.5%
+47.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +0.3% | +1.0% | -0.8% | 0.0% |
| 30D | -3.7% | -0.6% | -3.2% | -3.6% |
| 3M | -1.3% | +1.9% | -3.2% | -2.0% |
| 6M | -9.7% | -0.2% | -9.5% | -10.0% |
| YTD | +2.9% | -5.6% | +8.5% | +4.0% |
| 1Y | +4.4% | -4.7% | +9.1% | +4.9% |
| 3Y | +22.2% | +38.0% | -15.8% | +6.3% |
| 5Y | +46.7% | -2.7% | +49.4% | +36.8% |
| 10Y | +155.3% | +19.9% | +135.4% | +115.2% |
| All | +268.6% | +221.5% | +47.1% | +92.7% |
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