-37.4%
FISV vs FXI
-9.2%
-28.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -4.2% | +5.6% | +2.3% |
| 30D | +38.4% | -1.1% | +39.6% | +38.7% |
| 3M | +14.9% | -4.0% | +18.9% | +15.8% |
| 6M | +21.8% | -11.8% | +33.6% | +24.5% |
| YTD | -5.0% | -11.9% | +6.9% | -3.1% |
| 1Y | -1.2% | -16.1% | +15.0% | +1.8% |
| 3Y | -47.5% | +38.8% | -86.3% | -51.8% |
| All | -37.4% | -9.2% | -28.2% | -33.3% |
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