+401.0%
FCX vs FXI
+204.0%
+197.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +4.2% |
| 7D | -0.8% | -1.9% | +1.2% | +0.7% |
| 30D | -15.1% | -0.6% | -14.4% | -14.8% |
| 3M | -9.6% | -4.9% | -4.7% | -6.1% |
| 6M | -3.1% | -8.8% | +5.7% | +4.1% |
| YTD | +23.4% | -10.7% | +34.2% | +35.7% |
| 1Y | +52.7% | -15.2% | +67.9% | +75.3% |
| 3Y | +91.4% | +42.5% | +48.9% | +34.8% |
| 5Y | +62.7% | -7.8% | +70.6% | +56.7% |
| 10Y | +395.9% | +20.0% | +375.9% | +298.1% |
| All | +401.0% | +204.0% | +197.0% | +65.9% |
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