-83.7%
FIG vs FXI
-4.6%
-79.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -13.1% | +5.7% | -18.8% | -15.0% |
| 30D | -13.0% | +4.6% | -17.6% | -14.5% |
| 3M | -21.5% | -2.8% | -18.7% | -20.7% |
| 6M | -2.5% | -6.1% | +3.6% | -0.8% |
| YTD | -49.7% | -8.0% | -41.6% | -47.6% |
| 1Y | -59.1% | -11.3% | -47.8% | -56.0% |
| All | -83.7% | -4.6% | -79.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling