+533.3%
FAST vs FXI
+19.2%
+514.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | -4.2% | +8.4% | +5.2% |
| 30D | +6.7% | -1.1% | +7.8% | +6.9% |
| 3M | +8.0% | -4.0% | +12.0% | +9.0% |
| 6M | +27.4% | -11.8% | +39.3% | +31.1% |
| YTD | +40.5% | -11.9% | +52.4% | +44.3% |
| 1Y | +38.4% | -16.1% | +54.5% | +43.9% |
| 3Y | +98.7% | +38.8% | +59.9% | +75.8% |
| 5Y | +106.7% | -9.1% | +115.8% | +109.0% |
| All | +533.3% | +19.2% | +514.1% | +464.2% |
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 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