+285.6%
EXC vs FXI
+210.6%
+75.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.7% | +4.4% | -6.1% | -2.9% |
| 30D | +9.3% | +1.2% | +8.1% | +8.9% |
| 3M | +1.0% | -4.2% | +5.2% | +2.1% |
| 6M | +5.9% | -6.2% | +12.2% | +7.5% |
| YTD | +7.6% | -8.8% | +16.4% | +9.7% |
| 1Y | +2.4% | -11.6% | +14.0% | +5.3% |
| 3Y | +30.2% | +45.1% | -14.9% | +11.4% |
| 5Y | +41.4% | -1.2% | +42.5% | +31.0% |
| 10Y | +183.8% | +20.1% | +163.7% | +138.3% |
| All | +285.6% | +210.6% | +75.0% | +103.4% |
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 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