+17.5%
FXI vs ACWI
+330.0%
-312.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.7% | -2.4% | +8.0% | +8.5% |
| 30D | +4.6% | -5.2% | +9.8% | +11.1% |
| 3M | -2.8% | -4.8% | +2.0% | +2.7% |
| 6M | -6.1% | -1.3% | -4.8% | -5.5% |
| YTD | -8.0% | +8.4% | -16.4% | -17.5% |
| 1Y | -11.3% | +11.0% | -22.4% | -22.7% |
| 3Y | +42.6% | +70.6% | -27.9% | -26.6% |
| 5Y | -0.1% | +55.3% | -55.4% | -42.4% |
| 10Y | +22.7% | +223.2% | -200.4% | -73.2% |
| All | +17.5% | +330.0% | -312.4% | -78.8% |
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 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