-15.8%
F vs FXI
-0.9%
-14.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +5.7% | -4.1% | -0.3% |
| 30D | +2.6% | +4.6% | -1.9% | +1.1% |
| 3M | -8.8% | -2.8% | -6.0% | -8.0% |
| 6M | +4.6% | -6.1% | +10.7% | +6.7% |
| YTD | -1.9% | -8.0% | +6.1% | +0.7% |
| 1Y | -0.8% | -11.3% | +10.6% | +3.0% |
| 3Y | +43.5% | +42.6% | +0.8% | +24.0% |
| All | -15.8% | -0.9% | -14.9% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling