+69.4%
F vs FXI
+22.5%
+46.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.0% | +3.7% | -2.7% | -0.6% |
| 30D | +2.1% | +0.5% | +1.6% | +1.9% |
| 3M | -10.3% | -5.7% | -4.6% | -8.1% |
| 6M | +3.3% | -6.9% | +10.2% | +6.2% |
| YTD | -2.0% | -9.5% | +7.5% | +1.9% |
| 1Y | -2.3% | -14.0% | +11.7% | +3.8% |
| 3Y | +49.9% | +44.5% | +5.4% | +22.8% |
| 5Y | -12.5% | -2.8% | -9.7% | -14.9% |
| All | +69.4% | +22.5% | +46.9% | +37.0% |
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