+3,800.0%
FIX vs FXI
+20.5%
+3,779.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.8% | +10.2% | +9.7% |
| 7D | -7.2% | +4.4% | -11.6% | -9.0% |
| 30D | -35.1% | +1.2% | -36.3% | -35.6% |
| 3M | -34.3% | -4.2% | -30.1% | -33.6% |
| 6M | -42.9% | -6.2% | -36.7% | -41.9% |
| YTD | +19.5% | -8.8% | +28.3% | +23.0% |
| 1Y | +16.8% | -11.6% | +28.4% | +21.6% |
| 3Y | +506.7% | +45.1% | +461.6% | +413.3% |
| 5Y | +1,046.7% | -1.2% | +1,047.9% | +1,027.4% |
| 10Y | +3,800.0% | +20.1% | +3,779.9% | +3,507.5% |
| All | +3,800.0% | +20.5% | +3,779.4% | +3,507.5% |
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