+94.4%
F vs FXI
+213.2%
-118.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +5.7% | -4.1% | -1.2% |
| 30D | +2.6% | +4.6% | -1.9% | +0.3% |
| 3M | -8.8% | -2.8% | -6.0% | -7.6% |
| 6M | +4.6% | -6.1% | +10.7% | +7.7% |
| YTD | -1.9% | -8.0% | +6.1% | +1.9% |
| 1Y | -0.8% | -11.3% | +10.6% | +5.0% |
| 3Y | +43.5% | +42.6% | +0.8% | +13.9% |
| 5Y | -12.1% | -0.1% | -12.0% | -19.8% |
| 10Y | +83.6% | +22.7% | +60.9% | +44.3% |
| All | +94.4% | +213.2% | -118.8% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling