+19.1%
FXI vs ACWI
+219.0%
-200.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.7% | -2.4% | +8.0% | +7.9% |
| 30D | +4.6% | -5.2% | +9.8% | +9.9% |
| 3M | -2.8% | -4.8% | +2.0% | +1.7% |
| 6M | -6.1% | -1.3% | -4.8% | -5.5% |
| YTD | -8.0% | +8.4% | -16.4% | -15.7% |
| 1Y | -11.3% | +11.0% | -22.4% | -20.6% |
| 3Y | +42.6% | +70.6% | -27.9% | -16.4% |
| 5Y | -0.1% | +55.3% | -55.4% | -35.7% |
| All | +19.1% | +219.0% | -200.0% | -62.5% |
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