+1,052.1%
FIX vs FXI
-8.4%
+1,060.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | +17.0% | -4.2% | +21.2% | +18.0% |
| 30D | -30.6% | -2.0% | -28.6% | -30.4% |
| 3M | -35.0% | -5.0% | -30.1% | -34.5% |
| 6M | -44.0% | -9.6% | -34.3% | -42.9% |
| YTD | +21.1% | -11.9% | +33.1% | +24.3% |
| 1Y | +16.3% | -16.7% | +32.9% | +20.6% |
| 3Y | +507.4% | +40.6% | +466.8% | +465.5% |
| 5Y | +1,052.1% | -9.1% | +1,061.1% | +1,187.4% |
| All | +1,052.1% | -8.4% | +1,060.5% | +1,187.4% |
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