-3.1%
FCX vs FXI
-8.9%
+5.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.6% |
| 7D | -0.8% | -1.9% | +1.2% | 0.0% |
| 30D | -15.1% | -0.6% | -14.4% | -14.9% |
| 3M | -9.6% | -4.9% | -4.7% | -7.3% |
| 6M | -3.1% | -8.8% | +5.7% | +13.3% |
| All | -3.1% | -8.9% | +5.8% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling