+2,143.9%
FAST vs FXI
+221.5%
+1,922.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | -0.8% | -0.6% | -0.2% | -0.6% |
| 3M | +5.8% | +1.9% | +3.8% | +4.8% |
| 6M | +8.0% | -0.2% | +8.2% | +7.6% |
| YTD | +25.6% | -5.6% | +31.2% | +27.6% |
| 1Y | +0.8% | -4.7% | +5.5% | +1.6% |
| 3Y | +86.1% | +38.0% | +48.1% | +55.9% |
| 5Y | +100.2% | -2.7% | +102.9% | +83.7% |
| 10Y | +494.2% | +19.9% | +474.3% | +381.3% |
| All | +2,143.9% | +221.5% | +1,922.3% | +941.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling