+107.2%
FAST vs FXI
-4.2%
+111.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -0.8% | -0.6% | -0.2% | -0.7% |
| 3M | +5.8% | +1.9% | +3.8% | +5.5% |
| 6M | +8.0% | -0.2% | +8.2% | +7.9% |
| YTD | +25.6% | -5.6% | +31.2% | +26.3% |
| 1Y | +0.8% | -4.7% | +5.5% | +1.1% |
| 3Y | +86.1% | +38.0% | +48.1% | +77.3% |
| All | +107.2% | -4.2% | +111.4% | +99.0% |
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