-83.9%
FIG vs FXI
-6.1%
-77.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -11.4% | +3.7% | -15.1% | -12.7% |
| 30D | -17.2% | +0.5% | -17.7% | -17.4% |
| 3M | -26.6% | -5.7% | -20.9% | -25.0% |
| 6M | -9.8% | -6.9% | -2.9% | -8.1% |
| YTD | -50.1% | -9.5% | -40.7% | -47.8% |
| 1Y | -58.1% | -14.0% | -44.0% | -54.0% |
| All | -83.9% | -6.1% | -77.7% | -82.5% |
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 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