+2,105.4%
FIX vs FXI
-4.2%
+2,109.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | -7.2% | -0.6% | -6.7% | -7.2% |
| 3M | -15.9% | +1.9% | -17.8% | -16.3% |
| 6M | +12.7% | -0.2% | +12.9% | +12.8% |
| YTD | +72.8% | -5.6% | +78.4% | +75.0% |
| 1Y | +122.9% | -4.7% | +127.6% | +125.5% |
| 3Y | +774.3% | +38.0% | +736.3% | +717.8% |
| All | +2,105.4% | -4.2% | +2,109.7% | +2,158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling