+46.0%
F vs FXI
+39.4%
+6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.0% |
| 7D | +5.3% | +1.0% | +4.3% | +5.0% |
| 30D | +4.6% | -0.6% | +5.1% | +4.8% |
| 3M | -3.7% | +1.9% | -5.6% | -4.2% |
| 6M | +16.8% | -0.2% | +17.0% | +16.8% |
| YTD | +15.3% | -5.6% | +20.9% | +17.0% |
| 1Y | +31.0% | -4.7% | +35.7% | +32.5% |
| All | +46.0% | +39.4% | +6.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling