+86.4%
F vs FXI
+14.7%
+71.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.8% | -3.2% |
| 7D | +1.2% | -1.0% | +2.1% | +1.6% |
| 30D | +1.2% | -3.2% | +4.5% | +2.6% |
| 3M | -5.7% | +1.7% | -7.3% | -6.4% |
| 6M | +17.9% | -1.6% | +19.5% | +18.6% |
| YTD | +10.4% | -7.9% | +18.3% | +14.0% |
| 1Y | +25.3% | -9.6% | +35.0% | +30.2% |
| 3Y | +37.5% | +40.5% | -3.0% | +14.1% |
| 5Y | +46.5% | -6.2% | +52.7% | +45.4% |
| 10Y | +86.4% | +14.2% | +72.2% | +59.8% |
| All | +86.4% | +14.7% | +71.7% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling