+15.0%
FXI vs ACWI
+226.5%
-211.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -0.6% | -4.7% | -4.8% |
| 3M | +0.3% | +4.3% | -3.9% | -4.0% |
| 6M | -4.6% | +12.7% | -17.3% | -15.5% |
| YTD | -9.1% | +13.9% | -23.0% | -20.4% |
| 1Y | -12.0% | +20.5% | -32.5% | -27.0% |
| 3Y | +38.6% | +76.5% | -37.9% | -21.3% |
| 5Y | -6.6% | +67.5% | -74.1% | -44.0% |
| 10Y | +15.0% | +231.8% | -216.8% | -67.3% |
| All | +15.0% | +226.5% | -211.5% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling