+348.1%
FERG vs FXI
+16.6%
+331.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -11.8% | -3.7% | -8.1% | -11.1% |
| 3M | -1.2% | -0.4% | -0.8% | -1.2% |
| 6M | -2.3% | -5.4% | +3.1% | -1.2% |
| YTD | +0.8% | -9.6% | +10.4% | +2.8% |
| 1Y | +0.5% | -11.9% | +12.4% | +2.9% |
| 3Y | +51.4% | +37.8% | +13.5% | +41.4% |
| 5Y | +67.5% | -7.0% | +74.5% | +63.0% |
| All | +348.1% | +16.6% | +331.6% | +337.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling