-79.1%
FIG vs FXI
-2.1%
-77.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.9% |
| 7D | -16.3% | +1.0% | -17.4% | -16.6% |
| 30D | -14.3% | -0.6% | -13.8% | -14.1% |
| 3M | +7.2% | +1.9% | +5.2% | +6.0% |
| 6M | -18.6% | -0.2% | -18.5% | -20.0% |
| YTD | -35.5% | -5.6% | -29.9% | -33.4% |
| 1Y | -55.8% | -4.7% | -51.1% | -53.9% |
| All | -79.1% | -2.1% | -77.0% | -77.7% |
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