+2.0%
FISV vs FXI
+17.1%
-15.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -2.7% | -3.9% | +1.2% | -1.5% |
| 30D | 0.0% | -2.1% | +2.1% | +0.7% |
| 3M | -2.8% | -0.5% | -2.3% | -2.7% |
| 6M | -11.8% | -4.5% | -7.3% | -10.8% |
| YTD | -23.2% | -9.2% | -14.0% | -21.2% |
| 1Y | -62.0% | -13.8% | -48.2% | -60.5% |
| 3Y | -57.6% | +36.6% | -94.2% | -63.3% |
| 5Y | -53.4% | -6.7% | -46.7% | -53.5% |
| All | +2.0% | +17.1% | -15.1% | -11.1% |
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