-80.9%
FIG vs FXI
-5.7%
-75.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -14.5% | -2.8% | -11.7% | -13.5% |
| 30D | -13.3% | -5.3% | -8.0% | -11.4% |
| 3M | +7.4% | +0.3% | +7.1% | +7.0% |
| 6M | -27.8% | -4.6% | -23.2% | -27.5% |
| YTD | -41.1% | -9.1% | -32.0% | -38.4% |
| 1Y | -58.7% | -12.0% | -46.8% | -56.2% |
| All | -80.9% | -5.7% | -75.2% | -79.4% |
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