+46.0%
F vs FXI
+39.4%
+6.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -4.2% | +1.1% | -1.8% |
| 30D | 0.0% | -1.1% | +1.2% | +0.4% |
| 3M | -13.2% | -4.0% | -9.3% | -12.1% |
| 6M | -10.2% | -11.8% | +1.6% | -6.8% |
| YTD | -4.9% | -11.9% | +7.0% | -1.5% |
| 1Y | -6.1% | -16.1% | +10.0% | -1.4% |
| 3Y | +46.0% | +38.8% | +7.2% | +35.2% |
| All | +46.0% | +39.4% | +6.5% | +35.2% |
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