+3,653.2%
FIX vs FXI
+19.8%
+3,633.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | +5.7% | -23.1% | -19.3% |
| 30D | -41.6% | +4.6% | -46.1% | -42.7% |
| 3M | -40.6% | -2.8% | -37.8% | -40.3% |
| 6M | -49.4% | -6.1% | -43.3% | -48.5% |
| YTD | +9.2% | -8.0% | +17.2% | +12.1% |
| 1Y | +6.5% | -11.3% | +17.8% | +10.7% |
| 3Y | +448.7% | +42.6% | +406.1% | +368.2% |
| 5Y | +948.7% | -0.1% | +948.8% | +926.6% |
| All | +3,653.2% | +19.8% | +3,633.4% | +3,437.0% |
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