+485.3%
FCX vs FXI
+221.5%
+263.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -1.1% |
| 7D | -4.9% | +1.0% | -5.9% | -5.7% |
| 30D | +4.8% | -0.6% | +5.4% | +5.4% |
| 3M | +4.6% | +1.9% | +2.7% | +2.7% |
| 6M | +10.8% | -0.2% | +11.0% | +11.3% |
| YTD | +44.2% | -5.6% | +49.8% | +51.9% |
| 1Y | +59.6% | -4.7% | +64.2% | +66.1% |
| 3Y | +82.2% | +38.0% | +44.2% | +32.6% |
| 5Y | +115.6% | -2.7% | +118.3% | +99.6% |
| 10Y | +670.6% | +19.9% | +650.6% | +522.7% |
| All | +485.3% | +221.5% | +263.7% | +85.8% |
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