+44.5%
F vs FXI
+41.7%
+2.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +1.4% | +6.9% | -5.5% | -0.7% |
| 30D | +2.0% | +3.5% | -1.4% | +0.9% |
| 3M | -10.4% | -3.2% | -7.2% | -9.5% |
| 6M | +9.7% | -3.5% | +13.2% | +10.9% |
| YTD | -1.2% | -8.1% | +6.9% | +1.1% |
| 1Y | 0.0% | -10.5% | +10.6% | +3.1% |
| All | +44.5% | +41.7% | +2.8% | +32.9% |
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