+502.1%
FISV vs FXI
+221.5%
+280.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -0.3% | +1.0% | -1.4% | -0.7% |
| 30D | -2.1% | -0.6% | -1.5% | -1.9% |
| 3M | -5.7% | +1.9% | -7.7% | -6.5% |
| 6M | -15.3% | -0.2% | -15.2% | -15.7% |
| YTD | -21.1% | -5.6% | -15.5% | -20.0% |
| 1Y | -61.1% | -4.7% | -56.4% | -60.7% |
| 3Y | -56.8% | +38.0% | -94.9% | -63.3% |
| 5Y | -54.2% | -2.7% | -51.5% | -57.2% |
| 10Y | +1.6% | +19.9% | -18.3% | -14.2% |
| All | +502.1% | +221.5% | +280.6% | +233.4% |
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