+1,092.2%
FIX vs FXI
-6.5%
+1,098.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.3% |
| 7D | +6.4% | -1.9% | +8.4% | +6.8% |
| 30D | -29.1% | -0.6% | -28.4% | -29.1% |
| 3M | -31.1% | -4.9% | -26.3% | -30.6% |
| 6M | -42.8% | -8.8% | -34.0% | -41.8% |
| YTD | +24.6% | -10.7% | +35.4% | +27.5% |
| 1Y | +21.9% | -15.2% | +37.2% | +26.0% |
| 3Y | +524.9% | +42.5% | +482.4% | +480.1% |
| 5Y | +1,092.2% | -7.8% | +1,100.0% | +1,232.6% |
| All | +1,092.2% | -6.5% | +1,098.8% | +1,232.6% |
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