-50.9%
FIX vs FXI
-3.9%
-47.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.0% | -12.6% | -11.4% |
| 7D | -27.2% | +6.9% | -34.1% | -27.1% |
| 30D | -46.9% | +3.5% | -50.4% | -46.4% |
| 3M | -44.4% | -3.2% | -41.3% | -42.8% |
| 6M | -50.9% | -3.5% | -47.4% | -47.6% |
| All | -50.9% | -3.9% | -47.0% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling