-80.3%
FIG vs FXI
-4.5%
-75.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.2% | -4.8% |
| 7D | -16.4% | -1.0% | -15.4% | -16.0% |
| 30D | -2.3% | -3.2% | +0.9% | -1.0% |
| 3M | +7.8% | +1.7% | +6.1% | +6.8% |
| 6M | -21.8% | -1.6% | -20.3% | -22.9% |
| YTD | -39.1% | -7.9% | -31.2% | -36.6% |
| 1Y | -56.6% | -9.6% | -47.0% | -54.3% |
| All | -80.3% | -4.5% | -75.8% | -78.8% |
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