-4.9%
FXI vs ACWI
+67.7%
-72.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.5% |
| 30D | -0.6% | +0.9% | -1.4% | -1.5% |
| 3M | +1.9% | +2.4% | -0.5% | -0.8% |
| 6M | -0.2% | +12.4% | -12.5% | -11.8% |
| YTD | -5.6% | +15.2% | -20.8% | -18.7% |
| 1Y | -4.7% | +22.7% | -27.4% | -23.1% |
| 3Y | +38.0% | +75.8% | -37.8% | -24.2% |
| All | -4.9% | +67.7% | -72.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling