+1,348.4%
FERG vs FXI
+21.5%
+1,326.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | 0.0% | +1.0% | -1.1% | -0.2% |
| 30D | -10.2% | -0.6% | -9.6% | -10.1% |
| 3M | -0.6% | +1.9% | -2.5% | -0.9% |
| 6M | -6.5% | -0.2% | -6.4% | -6.5% |
| YTD | +4.2% | -5.6% | +9.8% | +5.0% |
| 1Y | -2.3% | -4.7% | +2.4% | -1.7% |
| 3Y | +48.5% | +38.0% | +10.5% | +41.5% |
| 5Y | +72.0% | -2.7% | +74.7% | +67.3% |
| 10Y | +369.9% | +19.9% | +350.0% | +351.2% |
| All | +1,348.4% | +21.5% | +1,326.9% | +1,291.3% |
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 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