+46.5%
F vs FXI
-7.1%
+53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.8% | -3.4% |
| 7D | +1.2% | -1.0% | +2.1% | +1.5% |
| 30D | +1.2% | -3.2% | +4.5% | +2.4% |
| 3M | -5.7% | +1.7% | -7.3% | -6.2% |
| 6M | +17.9% | -1.6% | +19.5% | +18.5% |
| YTD | +10.4% | -7.9% | +18.3% | +13.3% |
| 1Y | +25.3% | -9.6% | +35.0% | +29.3% |
| 3Y | +37.5% | +40.5% | -3.0% | +19.0% |
| 5Y | +46.5% | -6.2% | +52.7% | +53.4% |
| All | +46.5% | -7.1% | +53.6% | +53.4% |
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