+75.6%
FCX vs FXI
-11.6%
+87.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.6% |
| 7D | +3.1% | -2.8% | +5.9% | +5.5% |
| 30D | +8.1% | -5.3% | +13.4% | +13.5% |
| 3M | +18.9% | +0.3% | +18.6% | +18.3% |
| 6M | +26.6% | -4.6% | +31.2% | +33.5% |
| YTD | +51.2% | -9.1% | +60.2% | +67.1% |
| 1Y | +75.6% | -12.0% | +87.5% | +99.2% |
| All | +75.6% | -11.6% | +87.1% | +99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling