+19,466.3%
FIX vs FXI
+213.1%
+19,253.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.0% | -12.6% | -12.0% |
| 7D | -27.2% | +6.9% | -34.1% | -29.6% |
| 30D | -46.9% | +3.5% | -50.4% | -47.9% |
| 3M | -44.4% | -3.2% | -41.3% | -44.0% |
| 6M | -50.9% | -3.5% | -47.4% | -50.5% |
| YTD | +3.5% | -8.1% | +11.6% | +6.8% |
| 1Y | -2.1% | -10.5% | +8.4% | +2.2% |
| 3Y | +418.7% | +43.0% | +375.7% | +325.2% |
| 5Y | +894.6% | -0.1% | +894.6% | +807.0% |
| 10Y | +3,465.5% | +22.7% | +3,442.8% | +2,789.9% |
| All | +19,466.3% | +213.1% | +19,253.2% | +7,592.3% |
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 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