+531.8%
FAST vs FXI
+19.2%
+512.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.8% | +3.7% | +1.1% | +3.8% |
| 30D | +8.6% | +0.5% | +8.1% | +8.4% |
| 3M | +5.7% | -5.7% | +11.4% | +7.1% |
| 6M | +25.5% | -6.9% | +32.4% | +27.4% |
| YTD | +39.6% | -9.5% | +49.1% | +42.5% |
| 1Y | +35.5% | -14.0% | +49.5% | +40.1% |
| 3Y | +96.2% | +44.5% | +51.7% | +71.8% |
| 5Y | +110.2% | -2.8% | +113.0% | +107.2% |
| 10Y | +531.8% | +20.3% | +511.5% | +460.4% |
| All | +531.8% | +19.2% | +512.6% | +460.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling