-14.0%
FXI vs ACWI
+11.8%
-25.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +3.7% | -0.2% | +3.8% | +3.6% |
| 30D | +0.5% | -3.3% | +3.8% | +2.6% |
| 3M | -5.7% | -3.4% | -2.3% | -3.7% |
| 6M | -6.9% | +0.8% | -7.7% | -8.0% |
| YTD | -9.5% | +10.7% | -20.2% | -17.3% |
| All | -14.0% | +11.8% | -25.8% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling