+32,553.2%
FIX vs FXI
+221.5%
+32,331.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | -7.2% | -0.6% | -6.7% | -7.1% |
| 3M | -15.9% | +1.9% | -17.8% | -16.7% |
| 6M | +12.7% | -0.2% | +12.9% | +12.9% |
| YTD | +72.8% | -5.6% | +78.4% | +77.3% |
| 1Y | +122.9% | -4.7% | +127.6% | +127.8% |
| 3Y | +774.3% | +38.0% | +736.3% | +631.6% |
| 5Y | +2,049.5% | -2.7% | +2,052.1% | +1,890.8% |
| 10Y | +5,821.5% | +19.9% | +5,801.5% | +4,776.5% |
| All | +32,553.2% | +221.5% | +32,331.7% | +12,665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling