+1,526.4%
FERG vs FXI
+13.4%
+1,513.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | -4.2% | +13.9% | +10.4% |
| 30D | +15.0% | -1.1% | +16.2% | +15.2% |
| 3M | +3.8% | -4.0% | +7.7% | +4.3% |
| 6M | +10.6% | -11.8% | +22.5% | +12.6% |
| YTD | +17.0% | -11.9% | +28.9% | +19.0% |
| 1Y | +7.1% | -16.1% | +23.2% | +9.7% |
| 3Y | +67.7% | +38.8% | +29.0% | +60.1% |
| 5Y | +76.4% | -9.1% | +85.5% | +73.3% |
| 10Y | +424.2% | +18.4% | +405.8% | +407.2% |
| All | +1,526.4% | +13.4% | +1,513.0% | +1,477.5% |
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