+111.1%
FAST vs FXI
-6.5%
+117.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +4.3% | -1.9% | +6.2% | +4.5% |
| 30D | +8.3% | -0.6% | +9.0% | +8.4% |
| 3M | +6.5% | -4.9% | +11.4% | +7.1% |
| 6M | +29.5% | -8.8% | +38.3% | +30.9% |
| YTD | +41.3% | -10.7% | +52.0% | +43.0% |
| 1Y | +37.4% | -15.2% | +52.6% | +40.0% |
| 3Y | +98.5% | +42.5% | +56.0% | +88.0% |
| 5Y | +111.1% | -7.8% | +118.9% | +116.8% |
| All | +111.1% | -6.5% | +117.7% | +116.8% |
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