+2,305.3%
FAST vs FXI
+213.1%
+2,092.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +0.7% | +6.9% | -6.2% | -1.9% |
| 30D | +4.6% | +3.5% | +1.2% | +3.2% |
| 3M | +6.4% | -3.2% | +9.5% | +7.4% |
| 6M | +20.6% | -3.5% | +24.1% | +21.6% |
| YTD | +34.7% | -8.1% | +42.7% | +38.0% |
| 1Y | +29.7% | -10.5% | +40.2% | +34.2% |
| 3Y | +89.9% | +43.0% | +46.9% | +56.8% |
| 5Y | +105.0% | -0.1% | +105.0% | +86.0% |
| 10Y | +594.2% | +22.7% | +571.5% | +454.9% |
| All | +2,305.3% | +213.1% | +2,092.2% | +1,025.4% |
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