+14.5%
FIX vs FXI
-13.0%
+27.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.8% | +10.2% | +9.8% |
| 7D | -7.2% | +4.4% | -11.6% | -10.0% |
| 30D | -35.1% | +1.2% | -36.3% | -35.5% |
| 3M | -34.3% | -4.2% | -30.1% | -31.7% |
| 6M | -42.9% | -6.2% | -36.7% | -38.4% |
| YTD | +19.5% | -8.8% | +28.3% | +28.8% |
| All | +14.5% | -13.0% | +27.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling