+20.7%
FXI vs ACWI
+356.8%
-336.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.4% |
| 30D | -0.6% | +0.9% | -1.4% | -1.6% |
| 3M | +1.9% | +2.4% | -0.5% | -1.5% |
| 6M | -0.2% | +12.4% | -12.5% | -13.8% |
| YTD | -5.6% | +15.2% | -20.8% | -20.9% |
| 1Y | -4.7% | +22.7% | -27.4% | -26.0% |
| 3Y | +38.0% | +75.8% | -37.8% | -31.2% |
| 5Y | -2.7% | +67.7% | -70.4% | -48.7% |
| 10Y | +19.9% | +229.0% | -209.1% | -74.1% |
| All | +20.7% | +356.8% | -336.2% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling