+138.9%
FCX vs FXI
-7.1%
+146.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +6.9% |
| 7D | +5.7% | -1.0% | +6.7% | +6.3% |
| 30D | +10.1% | -3.2% | +13.3% | +12.4% |
| 3M | +20.2% | +1.7% | +18.5% | +18.5% |
| 6M | +29.7% | -1.6% | +31.2% | +31.4% |
| YTD | +51.9% | -7.9% | +59.8% | +60.7% |
| 1Y | +66.0% | -9.6% | +75.6% | +77.4% |
| 3Y | +102.7% | +40.5% | +62.3% | +62.1% |
| 5Y | +138.9% | -6.2% | +145.1% | +160.4% |
| All | +138.9% | -7.1% | +146.0% | +160.4% |
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 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