+105.3%
FAST vs FXI
-0.9%
+106.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.1% | +5.7% | -3.6% | +1.4% |
| 30D | +6.9% | +4.6% | +2.3% | +6.3% |
| 3M | +4.8% | -2.8% | +7.6% | +5.1% |
| 6M | +19.8% | -6.1% | +25.8% | +20.6% |
| YTD | +34.9% | -8.0% | +42.9% | +36.0% |
| 1Y | +32.8% | -11.3% | +44.1% | +34.5% |
| 3Y | +93.7% | +42.6% | +51.1% | +83.5% |
| All | +105.3% | -0.9% | +106.2% | +103.2% |
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 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