+495.0%
FIX vs FXI
+45.0%
+450.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -13.9% | +3.7% | -17.6% | -14.9% |
| 30D | -35.5% | +0.5% | -36.0% | -35.7% |
| 3M | -33.9% | -5.7% | -28.2% | -33.0% |
| 6M | -43.3% | -6.9% | -36.4% | -42.4% |
| YTD | +18.7% | -9.5% | +28.1% | +21.4% |
| 1Y | +13.8% | -14.0% | +27.8% | +17.6% |
| 3Y | +495.0% | +44.5% | +450.4% | +493.0% |
| All | +495.0% | +45.0% | +450.0% | +493.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling